+51.5%
XLU vs MOS
-30.3%
+81.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.7% | +24.8% | -24.1% | -1.4% |
| 30D | +5.6% | +22.7% | -17.1% | +3.5% |
| 3M | +2.1% | -1.2% | +3.4% | +2.0% |
| 6M | -0.9% | +5.5% | -6.4% | -1.9% |
| YTD | +4.6% | -2.0% | +6.5% | +3.7% |
| 1Y | +0.3% | -7.9% | +8.3% | +0.1% |
| 3Y | +58.6% | -25.0% | +83.5% | +59.6% |
| 5Y | +51.5% | -27.7% | +79.2% | +50.7% |
| All | +51.5% | -30.3% | +81.8% | +50.7% |
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 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