+44.7%
XLU vs MOS
-7.1%
+51.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.6% |
| 7D | +2.1% | +7.1% | -5.0% | +1.5% |
| 30D | -0.4% | +15.0% | -15.4% | -1.7% |
| 3M | +0.5% | +24.1% | -23.6% | -1.7% |
| 6M | -5.8% | +2.7% | -8.5% | -6.5% |
| YTD | +3.1% | +12.2% | -9.0% | +1.3% |
| 1Y | +8.1% | -16.3% | +24.4% | +9.0% |
| 3Y | +50.5% | -23.3% | +73.8% | +51.3% |
| 5Y | +44.7% | -4.2% | +48.9% | +46.9% |
| All | +44.7% | -7.1% | +51.8% | +46.9% |
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