+29.7%
XOP vs MOS
-26.6%
+56.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -14.7% | +21.6% | -36.3% | -18.5% |
| 30D | -7.7% | +12.0% | -19.7% | -10.1% |
| 3M | +4.4% | -3.9% | +8.3% | +5.3% |
| 6M | +3.5% | -3.3% | +6.9% | +3.5% |
| YTD | +39.4% | -4.6% | +44.1% | +37.2% |
| 1Y | +39.8% | -7.0% | +46.8% | +38.3% |
| 3Y | +29.7% | -24.4% | +54.1% | +32.5% |
| All | +29.7% | -26.6% | +56.3% | +32.5% |
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 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