+1,127.6%
XLY vs MOS
+88.2%
+1,039.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -2.0% | +9.5% | -11.5% | -3.8% |
| 30D | -3.1% | +10.4% | -13.6% | -5.2% |
| 3M | -1.8% | +12.9% | -14.7% | -4.7% |
| 6M | -0.9% | +1.2% | -2.1% | -2.4% |
| YTD | -3.4% | +9.3% | -12.7% | -6.6% |
| 1Y | -1.5% | -18.0% | +16.5% | +0.4% |
| 3Y | +38.8% | -29.0% | +67.8% | +42.5% |
| 5Y | +30.5% | -9.6% | +40.1% | +23.2% |
| 10Y | +215.3% | +6.1% | +209.2% | +162.4% |
| All | +1,127.6% | +88.2% | +1,039.4% | +588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling