+112.0%
XLK vs MOS
-31.8%
+143.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | -1.9% | +19.7% | -21.6% | -4.7% |
| 30D | -14.0% | +21.5% | -35.5% | -16.7% |
| 3M | -9.0% | -0.4% | -8.6% | -9.4% |
| 6M | -2.4% | +4.5% | -6.9% | -3.9% |
| YTD | +19.1% | -2.9% | +22.0% | +17.6% |
| 1Y | +19.2% | -7.7% | +26.9% | +18.5% |
| 3Y | +99.1% | -25.6% | +124.7% | +100.4% |
| 5Y | +112.0% | -31.2% | +143.1% | +97.9% |
| All | +112.0% | -31.8% | +143.8% | +97.9% |
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