+121.8%
XLK vs MOS
-21.8%
+143.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +2.3% | +7.1% | -4.8% | +1.3% |
| 30D | -0.1% | +15.0% | -15.1% | -2.1% |
| 3M | +2.1% | +24.1% | -22.0% | -1.3% |
| 6M | +37.2% | +2.7% | +34.5% | +35.4% |
| YTD | +30.8% | +12.2% | +18.6% | +26.9% |
| 1Y | +42.6% | -16.3% | +58.9% | +45.3% |
| 3Y | +121.8% | -23.3% | +145.1% | +118.2% |
| All | +121.8% | -21.8% | +143.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling