+58.1%
XLE vs MOS
-26.6%
+84.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -12.0% | +21.6% | -33.6% | -14.9% |
| 30D | -2.7% | +12.0% | -14.7% | -4.7% |
| 3M | +6.6% | -3.9% | +10.5% | +7.3% |
| 6M | +9.5% | -3.3% | +12.8% | +9.7% |
| YTD | +40.6% | -4.6% | +45.2% | +39.1% |
| 1Y | +43.6% | -7.0% | +50.6% | +42.7% |
| 3Y | +58.1% | -24.4% | +82.5% | +61.2% |
| All | +58.1% | -26.6% | +84.7% | +61.2% |
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 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