+32.2%
AWK vs MOS
-28.2%
+60.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +14.3% | +15.3% | -1.0% | +13.3% |
| 3M | +10.3% | +1.5% | +8.8% | +10.0% |
| 6M | +18.9% | -2.0% | +20.9% | +18.8% |
| YTD | +17.7% | -6.5% | +24.2% | +17.1% |
| 1Y | +16.9% | -11.1% | +27.9% | +16.5% |
| 3Y | +32.2% | -30.3% | +62.4% | +37.3% |
| All | +32.2% | -28.2% | +60.3% | +37.3% |
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