+167.2%
XLE vs MOS
+8.6%
+158.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -12.0% | +21.6% | -33.6% | -19.1% |
| 30D | -2.7% | +12.0% | -14.7% | -8.0% |
| 3M | +6.6% | -3.9% | +10.5% | +6.2% |
| 6M | +9.5% | -3.3% | +12.8% | +7.3% |
| YTD | +40.6% | -4.6% | +45.2% | +35.5% |
| 1Y | +43.6% | -7.0% | +50.6% | +39.3% |
| 3Y | +58.1% | -24.4% | +82.5% | +59.3% |
| 5Y | +152.2% | -32.1% | +184.3% | +149.3% |
| All | +167.2% | +8.6% | +158.5% | +74.7% |
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