+212.4%
XLY vs MOS
+13.3%
+199.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -6.1% | +10.9% | -17.0% | -8.2% |
| 3M | -1.2% | +29.2% | -30.4% | -6.6% |
| 6M | -1.8% | -2.3% | +0.5% | -2.6% |
| YTD | -5.9% | +8.3% | -14.2% | -8.9% |
| 1Y | -3.1% | -21.2% | +18.1% | -0.3% |
| 3Y | +36.0% | -25.9% | +61.9% | +38.4% |
| 5Y | +27.6% | -9.4% | +36.9% | +19.3% |
| All | +212.4% | +13.3% | +199.1% | +151.1% |
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