+10.6%
XLI vs MOS
-6.5%
+17.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.5% | +24.8% | -26.3% | -2.8% |
| 30D | -0.3% | +22.7% | -23.0% | -1.5% |
| 3M | -8.4% | -1.2% | -7.1% | -8.0% |
| 6M | -2.1% | +5.5% | -7.6% | -2.7% |
| YTD | +9.6% | -2.0% | +11.6% | +9.0% |
| All | +10.6% | -6.5% | +17.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling