+969.7%
AWK vs MOS
-74.5%
+1,044.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +1.7% | +9.5% | -7.8% | +1.0% |
| 30D | +5.6% | +10.4% | -4.9% | +4.7% |
| 3M | +15.9% | +12.9% | +3.0% | +14.5% |
| 6M | +4.6% | +1.2% | +3.3% | +4.0% |
| YTD | +10.1% | +9.3% | +0.7% | +8.6% |
| 1Y | +2.1% | -18.0% | +20.1% | +2.8% |
| 3Y | +9.8% | -29.0% | +38.9% | +10.9% |
| 5Y | -15.4% | -9.6% | -5.8% | -17.6% |
| 10Y | +129.4% | +6.1% | +123.3% | +109.0% |
| All | +969.7% | -74.5% | +1,044.2% | +856.1% |
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