+235.2%
XLI vs MOS
+6.2%
+229.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.4% |
| 7D | -0.5% | +19.7% | -20.1% | -4.8% |
| 30D | -0.2% | +21.5% | -21.7% | -5.0% |
| 3M | -8.6% | -0.4% | -8.1% | -9.3% |
| 6M | -2.0% | +4.5% | -6.5% | -4.4% |
| YTD | +9.7% | -2.9% | +12.6% | +7.5% |
| 1Y | +11.4% | -7.7% | +19.1% | +10.2% |
| 3Y | +74.2% | -25.6% | +99.9% | +76.5% |
| 5Y | +70.0% | -31.2% | +101.1% | +65.4% |
| 10Y | +235.2% | +2.8% | +232.4% | +155.3% |
| All | +235.2% | +6.2% | +229.1% | +155.3% |
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