-16.3%
MOS vs GWW
+30.8%
-47.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.2% |
| 7D | +7.1% | -1.5% | +8.6% | +7.4% |
| 30D | +15.0% | +1.1% | +13.9% | +14.5% |
| 3M | +24.1% | -1.0% | +25.1% | +23.3% |
| 6M | +2.7% | +16.3% | -13.6% | -5.4% |
| YTD | +12.2% | +28.5% | -16.3% | -0.5% |
| 1Y | -16.3% | +30.3% | -46.6% | -25.3% |
| All | -16.3% | +30.8% | -47.1% | -25.3% |
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