-2.7%
AWK vs MOS
-29.3%
+26.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | 0.0% | +5.5% | -5.4% | -0.3% |
| 30D | +15.5% | +21.0% | -5.4% | +14.0% |
| 3M | +10.0% | -0.5% | +10.5% | +9.8% |
| 6M | +20.4% | +6.6% | +13.8% | +19.5% |
| YTD | +17.1% | -2.8% | +19.8% | +16.3% |
| 1Y | +18.3% | -8.1% | +26.3% | +17.9% |
| 3Y | +30.4% | -25.6% | +56.0% | +31.0% |
| 5Y | -2.7% | -29.8% | +27.1% | -3.6% |
| All | -2.7% | -29.3% | +26.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling