+54.6%
XLE vs MOS
-29.5%
+84.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +2.2% | +9.5% | -7.3% | +0.4% |
| 30D | +11.8% | +10.4% | +1.4% | +9.5% |
| 3M | +9.8% | +12.9% | -3.1% | +6.7% |
| 6M | +15.6% | +1.2% | +14.3% | +13.8% |
| YTD | +45.3% | +9.3% | +35.9% | +39.8% |
| 1Y | +48.3% | -18.0% | +66.3% | +53.5% |
| All | +54.6% | -29.5% | +84.1% | +57.4% |
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