+42.7%
XLP vs MOS
-31.6%
+74.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.0% |
| 7D | +3.5% | +22.5% | -19.0% | +2.0% |
| 30D | +11.6% | +6.6% | +4.9% | +10.9% |
| 3M | +7.6% | -3.8% | +11.4% | +7.7% |
| 6M | +10.0% | -2.2% | +12.2% | +9.8% |
| YTD | +19.7% | -4.8% | +24.5% | +19.2% |
| 1Y | +23.5% | -11.7% | +35.2% | +23.5% |
| 3Y | +44.0% | -26.5% | +70.5% | +44.4% |
| 5Y | +42.7% | -32.2% | +74.9% | +40.9% |
| All | +42.7% | -31.6% | +74.3% | +40.9% |
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