+211.6%
XOM vs MOS
-33.6%
+245.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +2.8% | -2.0% | +4.8% | +3.3% |
| 30D | -3.6% | +15.3% | -18.9% | -7.7% |
| 3M | +8.2% | +1.5% | +6.8% | +6.8% |
| 6M | +14.0% | -2.0% | +16.0% | +12.4% |
| YTD | +44.6% | -6.5% | +51.1% | +42.3% |
| 1Y | +47.8% | -11.1% | +58.8% | +47.3% |
| 3Y | +79.6% | -30.3% | +109.8% | +86.5% |
| All | +211.6% | -33.6% | +245.2% | +197.7% |
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