+48.2%
XOP vs MOS
+8.6%
+39.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -14.7% | +21.6% | -36.3% | -23.8% |
| 30D | -7.7% | +12.0% | -19.7% | -14.4% |
| 3M | +4.4% | -3.9% | +8.3% | +3.7% |
| 6M | +3.5% | -3.3% | +6.9% | +0.2% |
| YTD | +39.4% | -4.6% | +44.1% | +32.0% |
| 1Y | +39.8% | -7.0% | +46.8% | +33.4% |
| 3Y | +29.7% | -24.4% | +54.1% | +30.4% |
| 5Y | +78.6% | -32.1% | +110.7% | +77.7% |
| All | +48.2% | +8.6% | +39.6% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling