+169.9%
XLV vs MOS
+13.3%
+156.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -1.4% | +10.9% | -12.3% | -2.7% |
| 3M | +8.9% | +29.2% | -20.4% | +5.2% |
| 6M | +9.1% | -2.3% | +11.4% | +8.6% |
| YTD | +7.9% | +8.3% | -0.4% | +5.8% |
| 1Y | +22.7% | -21.2% | +43.9% | +24.9% |
| 3Y | +31.9% | -25.9% | +57.8% | +33.3% |
| 5Y | +34.9% | -9.4% | +44.2% | +28.1% |
| All | +169.9% | +13.3% | +156.5% | +130.7% |
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 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