+167.2%
XLE vs MOS
+8.5%
+158.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -4.2% |
| 7D | -10.3% | +22.5% | -32.8% | -17.8% |
| 30D | -3.3% | +6.6% | -10.0% | -6.9% |
| 3M | +8.2% | -3.8% | +12.0% | +7.8% |
| 6M | +5.0% | -2.2% | +7.2% | +2.4% |
| YTD | +40.6% | -4.8% | +45.4% | +35.6% |
| 1Y | +45.0% | -11.7% | +56.7% | +43.6% |
| 3Y | +56.3% | -26.5% | +82.8% | +59.4% |
| 5Y | +152.2% | -32.2% | +184.4% | +149.5% |
| All | +167.2% | +8.5% | +158.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling