+67.4%
XLF vs MOS
-8.7%
+76.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | 0.0% | +9.5% | -9.5% | -1.4% |
| 30D | +0.2% | +10.4% | -10.3% | -1.4% |
| 3M | +11.7% | +12.9% | -1.2% | +9.2% |
| 6M | +13.8% | +1.2% | +12.6% | +12.4% |
| YTD | +7.0% | +9.3% | -2.3% | +3.8% |
| 1Y | +9.1% | -18.0% | +27.1% | +11.2% |
| 3Y | +75.6% | -29.0% | +104.6% | +79.9% |
| All | +67.4% | -8.7% | +76.2% | +45.1% |
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