+82.5%
XOP vs MOS
+138.0%
-55.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.5% |
| 7D | +2.6% | +9.5% | -7.0% | -2.0% |
| 30D | +15.4% | +10.4% | +5.0% | +9.6% |
| 3M | +12.1% | +12.9% | -0.8% | +3.4% |
| 6M | +19.7% | +1.2% | +18.4% | +13.6% |
| YTD | +52.4% | +9.3% | +43.1% | +38.5% |
| 1Y | +47.6% | -18.0% | +65.5% | +53.2% |
| 3Y | +34.4% | -29.0% | +63.4% | +42.9% |
| 5Y | +154.4% | -9.6% | +164.0% | +127.3% |
| 10Y | +54.7% | +6.1% | +48.6% | +14.9% |
| All | +82.5% | +138.0% | -55.5% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling