+144.9%
XLK vs MOS
-9.5%
+154.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +0.9% | +9.5% | -8.7% | -0.6% |
| 30D | +0.7% | +10.4% | -9.7% | -0.9% |
| 3M | -2.9% | +12.9% | -15.8% | -5.1% |
| 6M | +34.3% | +1.2% | +33.0% | +32.7% |
| YTD | +30.4% | +9.3% | +21.1% | +26.8% |
| 1Y | +43.4% | -18.0% | +61.3% | +46.1% |
| 3Y | +116.8% | -29.0% | +145.9% | +120.7% |
| All | +144.9% | -9.5% | +154.4% | +117.3% |
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 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