+508.9%
XLP vs MOS
+88.2%
+420.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.0% | +9.5% | -10.6% | -1.9% |
| 30D | -0.9% | +10.4% | -11.3% | -1.8% |
| 3M | +3.8% | +12.9% | -9.1% | +2.4% |
| 6M | -1.7% | +1.2% | -3.0% | -2.4% |
| YTD | +10.3% | +9.3% | +0.9% | +8.6% |
| 1Y | +7.8% | -18.0% | +25.8% | +8.8% |
| 3Y | +27.2% | -29.0% | +56.2% | +28.7% |
| 5Y | +32.5% | -9.6% | +42.1% | +28.4% |
| 10Y | +101.8% | +6.1% | +95.7% | +82.8% |
| All | +508.9% | +88.2% | +420.8% | +352.7% |
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