-8.1%
MOS vs GWW
+57.4%
-65.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | +21.0% | +14.0% | +7.0% | +16.8% |
| 3M | -0.5% | +14.4% | -14.8% | -4.0% |
| 6M | +6.6% | +21.7% | -15.1% | -0.5% |
| YTD | -2.8% | +48.4% | -51.2% | -17.3% |
| 1Y | -8.1% | +58.4% | -66.5% | -22.8% |
| All | -8.1% | +57.4% | -65.5% | -22.8% |
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