+200.7%
XOM vs MOS
-32.4%
+233.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -11.4% | +21.6% | -33.0% | -16.1% |
| 30D | +1.1% | +12.0% | -10.9% | -2.3% |
| 3M | +7.8% | -3.9% | +11.7% | +8.0% |
| 6M | +13.0% | -3.3% | +16.4% | +12.1% |
| YTD | +40.6% | -4.6% | +45.2% | +37.8% |
| 1Y | +49.1% | -7.0% | +56.0% | +46.8% |
| 3Y | +72.9% | -24.4% | +97.3% | +75.0% |
| All | +200.7% | -32.4% | +233.1% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling