+69.9%
XLI vs MOS
-33.6%
+103.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +3.8% | -2.0% | +5.7% | +4.1% |
| 30D | +1.0% | +15.3% | -14.3% | -1.5% |
| 3M | -8.9% | +1.5% | -10.4% | -9.6% |
| 6M | -2.3% | -2.0% | -0.3% | -2.9% |
| YTD | +9.7% | -6.5% | +16.2% | +8.8% |
| 1Y | +12.3% | -11.1% | +23.4% | +12.2% |
| 3Y | +71.5% | -30.3% | +101.7% | +74.9% |
| All | +69.9% | -33.6% | +103.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling