+35.1%
XOP vs MOS
-29.5%
+64.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.2% |
| 7D | +2.6% | +9.5% | -7.0% | +0.2% |
| 30D | +15.4% | +10.4% | +5.0% | +12.5% |
| 3M | +12.1% | +12.9% | -0.8% | +7.9% |
| 6M | +19.7% | +1.2% | +18.4% | +17.2% |
| YTD | +52.4% | +9.3% | +43.1% | +44.9% |
| 1Y | +47.6% | -18.0% | +65.5% | +54.5% |
| All | +35.1% | -29.5% | +64.6% | +38.8% |
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