+643.4%
XLU vs MOS
+88.2%
+555.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +0.8% | +9.5% | -8.7% | -0.3% |
| 30D | -1.3% | +10.4% | -11.8% | -2.6% |
| 3M | -1.3% | +12.9% | -14.2% | -3.1% |
| 6M | -7.6% | +1.2% | -8.9% | -8.5% |
| YTD | +2.3% | +9.3% | -7.0% | +0.3% |
| 1Y | +5.8% | -18.0% | +23.7% | +7.0% |
| 3Y | +50.5% | -29.0% | +79.6% | +52.9% |
| 5Y | +44.1% | -9.6% | +53.7% | +38.6% |
| 10Y | +138.2% | +6.1% | +132.2% | +109.1% |
| All | +643.4% | +88.2% | +555.2% | +417.4% |
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