+246.4%
XLF vs MOS
+11.1%
+235.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | +0.2% | +7.1% | -6.9% | -1.5% |
| 30D | -0.5% | +15.0% | -15.6% | -4.1% |
| 3M | +10.6% | +24.1% | -13.4% | +4.1% |
| 6M | +14.3% | +2.7% | +11.6% | +11.4% |
| YTD | +5.5% | +12.2% | -6.7% | 0.0% |
| 1Y | +9.6% | -16.3% | +25.9% | +11.5% |
| 3Y | +75.2% | -23.3% | +98.5% | +76.9% |
| 5Y | +65.5% | -4.2% | +69.7% | +45.3% |
| 10Y | +246.4% | +12.6% | +233.9% | +147.2% |
| All | +246.4% | +11.1% | +235.4% | +147.2% |
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 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