+415.6%
XLF vs MOS
+64.1%
+351.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | +21.6% | -20.4% | -4.0% |
| 30D | +6.3% | +12.0% | -5.6% | +2.8% |
| 3M | -0.8% | -3.9% | +3.1% | -0.7% |
| 6M | +11.0% | -3.3% | +14.4% | +10.1% |
| YTD | +5.6% | -4.6% | +10.3% | +3.5% |
| 1Y | +10.8% | -7.0% | +17.8% | +9.0% |
| 3Y | +77.8% | -24.4% | +102.2% | +78.7% |
| 5Y | +55.6% | -32.1% | +87.7% | +52.9% |
| 10Y | +252.5% | +10.3% | +242.2% | +173.1% |
| All | +415.6% | +64.1% | +351.5% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling