+56.3%
XLV vs MOS
-28.2%
+84.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.4% |
| 30D | +8.6% | +15.3% | -6.7% | +7.0% |
| 3M | +12.6% | +1.5% | +11.1% | +12.1% |
| 6M | +29.8% | -2.0% | +31.8% | +29.3% |
| YTD | +23.5% | -6.5% | +30.0% | +22.7% |
| 1Y | +25.7% | -11.1% | +36.8% | +25.4% |
| 3Y | +56.3% | -30.3% | +86.6% | +58.4% |
| All | +56.3% | -28.2% | +84.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling