+2.8%
MOS vs GWW
+694.6%
-691.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +19.7% | +5.1% | +14.6% | +17.1% |
| 30D | +21.5% | +12.2% | +9.3% | +15.3% |
| 3M | -0.4% | +13.5% | -14.0% | -6.4% |
| 6M | +4.5% | +17.8% | -13.3% | -3.9% |
| YTD | -2.9% | +44.3% | -47.2% | -19.5% |
| 1Y | -7.7% | +52.8% | -60.6% | -25.7% |
| 3Y | -25.6% | +89.9% | -115.5% | -47.7% |
| 5Y | -31.2% | +214.5% | -245.6% | -63.7% |
| 10Y | +2.8% | +657.6% | -654.8% | -59.6% |
| All | +2.8% | +694.6% | -691.8% | -59.6% |
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