+234.4%
XLF vs MOS
+6.2%
+228.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +1.0% |
| 7D | +0.7% | +19.7% | -18.9% | -3.8% |
| 30D | +6.0% | +21.5% | -15.5% | +0.6% |
| 3M | +1.0% | -0.4% | +1.5% | +0.2% |
| 6M | +14.0% | +4.5% | +9.4% | +10.9% |
| YTD | +7.2% | -2.9% | +10.1% | +4.5% |
| 1Y | +11.6% | -7.7% | +19.3% | +10.0% |
| 3Y | +81.2% | -25.6% | +106.8% | +82.9% |
| 5Y | +57.9% | -31.2% | +89.1% | +52.1% |
| 10Y | +234.4% | +2.8% | +231.6% | +135.3% |
| All | +234.4% | +6.2% | +228.3% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling