+58.1%
XLE vs MOS
-26.7%
+84.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.5% |
| 7D | -10.3% | +22.5% | -32.8% | -13.4% |
| 30D | -3.3% | +6.6% | -10.0% | -4.4% |
| 3M | +8.2% | -3.8% | +12.0% | +8.9% |
| 6M | +5.0% | -2.2% | +7.2% | +4.8% |
| YTD | +40.6% | -4.8% | +45.4% | +39.1% |
| 1Y | +45.0% | -11.7% | +56.7% | +46.1% |
| All | +58.1% | -26.7% | +84.8% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling