+661.7%
XLU vs MOS
+67.4%
+594.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.5% | +5.5% | -5.0% | -0.2% |
| 30D | +5.3% | +21.0% | -15.7% | +2.7% |
| 3M | +1.2% | -0.5% | +1.6% | +0.8% |
| 6M | -1.6% | +6.6% | -8.2% | -3.0% |
| YTD | +4.8% | -2.8% | +7.6% | +3.8% |
| 1Y | +0.5% | -8.1% | +8.5% | +0.1% |
| 3Y | +58.9% | -25.6% | +84.5% | +60.2% |
| 5Y | +52.7% | -29.8% | +82.5% | +51.3% |
| 10Y | +161.0% | +0.6% | +160.4% | +129.9% |
| All | +661.7% | +67.4% | +594.3% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling