+67.3%
XOP vs MOS
+107.4%
-40.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -4.5% |
| 7D | -12.7% | +22.5% | -35.2% | -22.3% |
| 30D | -7.6% | +6.6% | -14.3% | -12.4% |
| 3M | +5.8% | -3.8% | +9.6% | +4.8% |
| 6M | -2.7% | -2.2% | -0.5% | -6.6% |
| YTD | +39.7% | -4.8% | +44.5% | +32.5% |
| 1Y | +42.4% | -11.7% | +54.1% | +39.4% |
| 3Y | +26.4% | -26.5% | +53.0% | +29.2% |
| 5Y | +78.9% | -32.2% | +111.1% | +81.0% |
| 10Y | +52.1% | +10.2% | +41.9% | +8.6% |
| All | +67.3% | +107.4% | -40.1% | -3.6% |
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