+26.7%
AWK vs MOS
-26.6%
+53.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.1% | +21.6% | -17.5% | +3.0% |
| 30D | +18.0% | +12.0% | +6.0% | +17.2% |
| 3M | +12.2% | -3.9% | +16.1% | +12.2% |
| 6M | +21.2% | -3.3% | +24.6% | +21.1% |
| YTD | +17.6% | -4.6% | +22.2% | +16.8% |
| 1Y | +19.2% | -7.0% | +26.2% | +18.6% |
| 3Y | +26.7% | -24.4% | +51.2% | +28.0% |
| All | +26.7% | -26.6% | +53.3% | +28.0% |
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