+27.4%
XLY vs MOS
-4.4%
+31.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | -6.0% | +11.7% | -17.7% | -7.9% |
| 3M | -2.7% | +23.2% | -25.9% | -6.6% |
| 6M | -1.5% | -1.6% | +0.2% | -2.2% |
| YTD | -5.4% | +10.8% | -16.3% | -8.5% |
| 1Y | -3.8% | -16.2% | +12.4% | -2.3% |
| 3Y | +36.6% | -24.2% | +60.8% | +38.0% |
| 5Y | +27.4% | -6.6% | +34.0% | +12.6% |
| All | +27.4% | -4.4% | +31.8% | +12.6% |
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