+136.6%
XLU vs MOS
+13.3%
+123.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -2.5% | +10.9% | -13.4% | -3.5% |
| 3M | -2.7% | +29.2% | -32.0% | -5.2% |
| 6M | -7.5% | -2.3% | -5.2% | -7.8% |
| YTD | +0.9% | +8.3% | -7.4% | -0.5% |
| 1Y | +3.3% | -21.2% | +24.5% | +4.7% |
| 3Y | +47.3% | -25.9% | +73.2% | +48.5% |
| 5Y | +44.4% | -9.4% | +53.8% | +40.7% |
| All | +136.6% | +13.3% | +123.3% | +108.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling