-32.8%
MOS vs GWW
+217.3%
-250.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +21.6% | +6.0% | +15.6% | +19.2% |
| 30D | +12.0% | +14.0% | -2.1% | +6.8% |
| 3M | -3.9% | +12.5% | -16.4% | -8.0% |
| 6M | -3.3% | +23.6% | -27.0% | -11.4% |
| YTD | -4.6% | +43.6% | -48.3% | -17.8% |
| 1Y | -7.0% | +52.5% | -59.5% | -21.8% |
| 3Y | -24.4% | +92.6% | -117.0% | -43.9% |
| All | -32.8% | +217.3% | -250.1% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling