+43.6%
XLE vs MOS
-11.3%
+54.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -12.0% | +21.6% | -33.6% | -12.5% |
| 30D | -2.7% | +12.0% | -14.7% | -2.7% |
| 3M | +6.6% | -3.9% | +10.5% | +8.0% |
| 6M | +9.5% | -3.3% | +12.8% | +11.3% |
| YTD | +40.6% | -4.6% | +45.2% | +39.6% |
| 1Y | +43.6% | -7.0% | +50.6% | +43.7% |
| All | +43.6% | -11.3% | +54.9% | +43.7% |
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 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