+177.9%
XOM vs MOS
+11.1%
+166.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | -2.4% | +7.1% | -9.4% | -4.5% |
| 30D | +5.7% | +15.0% | -9.4% | +0.9% |
| 3M | +6.6% | +24.1% | -17.5% | -1.5% |
| 6M | +7.7% | +2.7% | +4.9% | +4.0% |
| YTD | +36.2% | +12.2% | +24.0% | +27.5% |
| 1Y | +50.5% | -16.3% | +66.8% | +54.2% |
| 3Y | +53.4% | -23.3% | +76.7% | +56.3% |
| 5Y | +254.2% | -4.2% | +258.4% | +218.2% |
| 10Y | +177.9% | +12.6% | +165.3% | +108.0% |
| All | +177.9% | +11.1% | +166.8% | +108.0% |
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