-7.9%
MOS vs GWW
+55.9%
-63.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.4% |
| 7D | +24.8% | +5.5% | +19.3% | +22.6% |
| 30D | +22.7% | +14.4% | +8.3% | +18.6% |
| 3M | -1.2% | +13.7% | -14.9% | -4.6% |
| 6M | +5.5% | +20.1% | -14.5% | -1.0% |
| YTD | -2.0% | +47.1% | -49.0% | -16.4% |
| 1Y | -7.9% | +56.2% | -64.2% | -22.5% |
| All | -7.9% | +55.9% | -63.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling