+253.9%
XLI vs MOS
+8.6%
+245.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -1.1% | +9.5% | -10.6% | -3.2% |
| 30D | -5.9% | +10.4% | -16.4% | -8.3% |
| 3M | -0.3% | +12.9% | -13.1% | -3.7% |
| 6M | +0.1% | +1.2% | -1.1% | -1.7% |
| YTD | +13.6% | +9.3% | +4.3% | +9.1% |
| 1Y | +17.2% | -18.0% | +35.2% | +19.9% |
| 3Y | +68.2% | -29.0% | +97.2% | +73.6% |
| 5Y | +80.7% | -9.6% | +90.3% | +64.2% |
| All | +253.9% | +8.6% | +245.2% | +176.3% |
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