+533.2%
XYZ vs MOS
+0.5%
+532.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.0% | +9.5% | -10.5% | -3.7% |
| 30D | -1.7% | +10.4% | -12.1% | -4.9% |
| 3M | +16.7% | +12.9% | +3.9% | +11.7% |
| 6M | +26.9% | +1.2% | +25.6% | +23.3% |
| YTD | +27.1% | +9.3% | +17.8% | +20.1% |
| 1Y | +9.3% | -18.0% | +27.2% | +12.6% |
| 3Y | +42.3% | -29.0% | +71.3% | +49.1% |
| 5Y | -69.3% | -9.6% | -59.7% | -70.6% |
| 10Y | +586.8% | +6.1% | +580.7% | +444.7% |
| All | +533.2% | +0.5% | +532.7% | +396.2% |
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