+1,117.4%
XLI vs MOS
+88.2%
+1,029.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -1.1% | +9.5% | -10.6% | -3.1% |
| 30D | -5.9% | +10.4% | -16.4% | -8.2% |
| 3M | -0.3% | +12.9% | -13.1% | -3.5% |
| 6M | +0.1% | +1.2% | -1.1% | -1.6% |
| YTD | +13.6% | +9.3% | +4.3% | +9.4% |
| 1Y | +17.2% | -18.0% | +35.2% | +19.7% |
| 3Y | +68.2% | -29.0% | +97.2% | +73.2% |
| 5Y | +80.7% | -9.6% | +90.3% | +68.3% |
| 10Y | +253.3% | +6.1% | +247.2% | +188.2% |
| All | +1,117.4% | +88.2% | +1,029.3% | +582.4% |
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 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