-3.1%
XLY vs MOS
-18.2%
+15.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.3% |
| 7D | -3.9% | +0.5% | -4.4% | -3.9% |
| 30D | -6.1% | +10.9% | -17.0% | -7.0% |
| 3M | -1.2% | +29.2% | -30.4% | -3.7% |
| 6M | -1.8% | -2.3% | +0.5% | -2.5% |
| YTD | -5.9% | +8.3% | -14.2% | -7.9% |
| 1Y | -3.1% | -21.2% | +18.1% | +0.7% |
| All | -3.1% | -18.2% | +15.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling