+161.0%
XLU vs MOS
-1.8%
+162.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.5% | +5.5% | -5.0% | 0.0% |
| 30D | +5.3% | +21.0% | -15.7% | +3.3% |
| 3M | +1.2% | -0.5% | +1.6% | +0.9% |
| 6M | -1.6% | +6.6% | -8.2% | -2.7% |
| YTD | +4.8% | -2.8% | +7.6% | +4.1% |
| 1Y | +0.5% | -8.1% | +8.5% | +0.2% |
| 3Y | +58.9% | -25.6% | +84.5% | +60.0% |
| 5Y | +52.7% | -29.8% | +82.5% | +52.1% |
| 10Y | +161.0% | +0.6% | +160.4% | +128.3% |
| All | +161.0% | -1.8% | +162.8% | +128.3% |
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