+52.7%
XOM vs MOS
-17.6%
+70.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | 0.0% | +1.7% | -1.6% | -0.1% |
| 30D | +3.4% | +11.7% | -8.2% | +2.4% |
| 3M | +11.0% | +23.2% | -12.2% | +8.7% |
| 6M | +10.6% | -1.6% | +12.3% | +11.1% |
| YTD | +39.2% | +10.8% | +28.4% | +36.4% |
| 1Y | +52.7% | -16.2% | +68.9% | +58.0% |
| All | +52.7% | -17.6% | +70.4% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling