+12.6%
MOS vs GWW
+557.3%
-544.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.9% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | +15.0% | +1.1% | +13.9% | +14.2% |
| 3M | +24.1% | -1.0% | +25.1% | +23.9% |
| 6M | +2.7% | +16.3% | -13.6% | -5.5% |
| YTD | +12.2% | +28.5% | -16.3% | -1.8% |
| 1Y | -16.3% | +30.3% | -46.6% | -27.4% |
| 3Y | -23.3% | +91.6% | -114.9% | -46.6% |
| 5Y | -4.2% | +224.0% | -228.1% | -50.6% |
| 10Y | +12.6% | +551.3% | -538.7% | -52.9% |
| All | +12.6% | +557.3% | -544.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling