+44.8%
XLP vs MOS
-29.0%
+73.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +17.4% | -14.0% | +2.3% |
| 7D | +5.9% | +17.9% | -12.1% | +4.7% |
| 30D | +13.5% | +1.6% | +11.9% | +13.2% |
| 3M | +8.4% | -4.0% | +12.4% | +8.4% |
| 6M | +11.5% | -4.1% | +15.7% | +11.4% |
| YTD | +20.6% | -7.8% | +28.4% | +20.3% |
| 1Y | +24.3% | -15.6% | +39.9% | +24.6% |
| All | +44.8% | -29.0% | +73.9% | +45.9% |
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 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