+55.0%
XOM vs MOS
-29.5%
+84.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +1.8% | +9.5% | -7.8% | +0.1% |
| 30D | +5.9% | +10.4% | -4.6% | +3.9% |
| 3M | +5.6% | +12.9% | -7.3% | +2.8% |
| 6M | +7.9% | +1.2% | +6.6% | +6.3% |
| YTD | +35.2% | +9.3% | +25.9% | +30.7% |
| 1Y | +46.0% | -18.0% | +64.0% | +50.7% |
| All | +55.0% | -29.5% | +84.5% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling