+33.0%
XLY vs MOS
-24.6%
+57.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -6.0% | +11.7% | -17.7% | -7.6% |
| 3M | -2.7% | +23.2% | -25.9% | -6.0% |
| 6M | -1.5% | -1.6% | +0.2% | -2.1% |
| YTD | -5.4% | +10.8% | -16.3% | -8.2% |
| 1Y | -3.8% | -16.2% | +12.4% | -2.2% |
| All | +33.0% | -24.6% | +57.6% | +32.5% |
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