+138.9%
XLU vs MOS
+16.0%
+123.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.5% |
| 30D | -0.4% | +11.7% | -12.1% | -1.5% |
| 3M | -1.7% | +23.2% | -24.9% | -3.8% |
| 6M | -7.1% | -1.6% | -5.5% | -7.5% |
| YTD | +1.9% | +10.8% | -8.9% | +0.3% |
| 1Y | +6.1% | -16.2% | +22.3% | +6.9% |
| 3Y | +48.8% | -24.2% | +73.0% | +49.7% |
| 5Y | +43.8% | -6.6% | +50.4% | +39.7% |
| All | +138.9% | +16.0% | +123.0% | +110.0% |
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