+135.4%
XLP vs MOS
+3.2%
+132.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.3% | +24.8% | -22.5% | +0.2% |
| 30D | +9.1% | +22.7% | -13.6% | +7.0% |
| 3M | +7.9% | -1.2% | +9.1% | +7.7% |
| 6M | +9.6% | +5.5% | +4.1% | +8.5% |
| YTD | +19.4% | -2.0% | +21.4% | +18.5% |
| 1Y | +22.4% | -7.9% | +30.3% | +22.1% |
| 3Y | +43.2% | -25.0% | +68.2% | +43.8% |
| 5Y | +42.6% | -27.7% | +70.3% | +40.4% |
| 10Y | +135.4% | -1.6% | +137.0% | +110.3% |
| All | +135.4% | +3.2% | +132.2% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling