+176.5%
XLE vs MOS
-4.2%
+180.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +3.2% |
| 7D | +4.4% | -2.6% | +6.9% | +5.3% |
| 30D | -4.3% | +13.5% | -17.7% | -10.0% |
| 3M | +6.0% | -2.9% | +8.9% | +5.1% |
| 6M | +13.2% | -1.0% | +14.2% | +9.7% |
| YTD | +46.7% | -7.2% | +53.9% | +42.8% |
| 1Y | +46.6% | -11.4% | +58.0% | +44.8% |
| 3Y | +69.6% | -29.0% | +98.6% | +75.1% |
| 5Y | +166.5% | -34.0% | +200.5% | +166.0% |
| All | +176.5% | -4.2% | +180.6% | +89.1% |
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