+248.3%
XOM vs MOS
-8.7%
+257.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +1.8% | +9.5% | -7.8% | -0.7% |
| 30D | +5.9% | +10.4% | -4.6% | +2.9% |
| 3M | +5.6% | +12.9% | -7.3% | +1.3% |
| 6M | +7.9% | +1.2% | +6.6% | +5.3% |
| YTD | +35.2% | +9.3% | +25.9% | +28.5% |
| 1Y | +46.0% | -18.0% | +64.0% | +50.9% |
| 3Y | +55.0% | -29.0% | +84.1% | +62.9% |
| All | +248.3% | -8.7% | +257.1% | +190.9% |
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