+422.3%
XLF vs MOS
+88.2%
+334.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | 0.0% | +9.5% | -9.5% | -2.3% |
| 30D | +0.2% | +10.4% | -10.3% | -2.5% |
| 3M | +11.7% | +12.9% | -1.2% | +7.5% |
| 6M | +13.8% | +1.2% | +12.6% | +11.3% |
| YTD | +7.0% | +9.3% | -2.3% | +2.1% |
| 1Y | +9.1% | -18.0% | +27.1% | +11.4% |
| 3Y | +75.6% | -29.0% | +104.6% | +80.5% |
| 5Y | +66.4% | -9.6% | +76.0% | +52.2% |
| 10Y | +250.3% | +6.1% | +244.2% | +175.8% |
| All | +422.3% | +88.2% | +334.1% | +194.3% |
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 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