+41.0%
XLE vs MOS
-8.6%
+49.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | -7.9% | +19.7% | -27.5% | -8.2% |
| 30D | -4.8% | +21.5% | -26.3% | -5.2% |
| 3M | +8.4% | -0.4% | +8.8% | +9.6% |
| 6M | +12.7% | +4.5% | +8.1% | +13.3% |
| YTD | +41.3% | -2.9% | +44.2% | +40.4% |
| All | +41.0% | -8.6% | +49.7% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling