+149.9%
XLE vs MOS
-32.4%
+182.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -12.0% | +21.6% | -33.6% | -17.2% |
| 30D | -2.7% | +12.0% | -14.7% | -6.5% |
| 3M | +6.6% | -3.9% | +10.5% | +6.8% |
| 6M | +9.5% | -3.3% | +12.8% | +8.4% |
| YTD | +40.6% | -4.6% | +45.2% | +37.2% |
| 1Y | +43.6% | -7.0% | +50.6% | +41.0% |
| 3Y | +58.1% | -24.4% | +82.5% | +60.2% |
| All | +149.9% | -32.4% | +182.3% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling