-30.3%
MOS vs GWW
+93.2%
-123.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -2.0% | +3.6% | -5.5% | -3.1% |
| 30D | +15.3% | +12.1% | +3.2% | +11.5% |
| 3M | +1.5% | +12.9% | -11.4% | -2.1% |
| 6M | -2.0% | +19.3% | -21.3% | -7.6% |
| YTD | -6.5% | +48.7% | -55.2% | -18.3% |
| 1Y | -11.1% | +60.5% | -71.6% | -24.1% |
| 3Y | -30.3% | +93.3% | -123.5% | -44.1% |
| All | -30.3% | +93.2% | -123.5% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling