+204.0%
XOM vs MOS
-4.2%
+208.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.2% |
| 7D | +2.7% | -2.6% | +5.3% | +3.4% |
| 30D | -2.5% | +13.5% | -15.9% | -7.2% |
| 3M | +7.0% | -2.9% | +9.9% | +6.3% |
| 6M | +14.2% | -1.0% | +15.2% | +11.4% |
| YTD | +43.9% | -7.2% | +51.1% | +41.1% |
| 1Y | +47.9% | -11.4% | +59.3% | +46.8% |
| 3Y | +80.6% | -29.0% | +109.6% | +85.9% |
| 5Y | +212.8% | -34.0% | +246.8% | +214.7% |
| All | +204.0% | -4.2% | +208.1% | +130.8% |
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