+34.4%
XLV vs MOS
-4.4%
+38.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.7% | +1.7% | -5.4% | -3.8% |
| 30D | -1.1% | +11.7% | -12.8% | -2.2% |
| 3M | +8.2% | +23.2% | -14.9% | +5.9% |
| 6M | +8.9% | -1.6% | +10.6% | +8.4% |
| YTD | +8.5% | +10.8% | -2.3% | +6.7% |
| 1Y | +22.3% | -16.2% | +38.5% | +23.2% |
| 3Y | +32.6% | -24.2% | +56.9% | +33.0% |
| 5Y | +34.4% | -6.6% | +41.0% | +26.8% |
| All | +34.4% | -4.4% | +38.8% | +26.8% |
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 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