+1,058.8%
AWK vs MOS
-77.8%
+1,136.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.6% |
| 7D | +7.2% | +22.5% | -15.3% | +5.5% |
| 30D | +19.0% | +6.6% | +12.4% | +18.3% |
| 3M | +14.4% | -3.8% | +18.2% | +14.4% |
| 6M | +22.6% | -2.2% | +24.8% | +22.3% |
| YTD | +19.2% | -4.8% | +24.0% | +18.7% |
| 1Y | +19.6% | -11.7% | +31.3% | +19.6% |
| 3Y | +26.1% | -26.5% | +52.6% | +26.8% |
| 5Y | +0.1% | -32.2% | +32.3% | -0.3% |
| 10Y | +163.3% | +10.2% | +153.2% | +137.6% |
| All | +1,058.8% | -77.8% | +1,136.6% | +944.8% |
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