+1,472.6%
XLK vs MOS
+88.2%
+1,384.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +0.9% | +9.5% | -8.7% | -1.0% |
| 30D | +0.7% | +10.4% | -9.7% | -1.5% |
| 3M | -2.9% | +12.9% | -15.8% | -5.8% |
| 6M | +34.3% | +1.2% | +33.0% | +32.2% |
| YTD | +30.4% | +9.3% | +21.1% | +26.0% |
| 1Y | +43.4% | -18.0% | +61.3% | +46.2% |
| 3Y | +116.8% | -29.0% | +145.9% | +122.7% |
| 5Y | +144.0% | -9.6% | +153.6% | +129.0% |
| 10Y | +778.8% | +6.1% | +772.7% | +621.0% |
| All | +1,472.6% | +88.2% | +1,384.4% | +715.3% |
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 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