+118.3%
MOS vs GWW
+15,772.9%
-15,654.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | +21.6% | +6.0% | +15.6% | +18.6% |
| 30D | +12.0% | +14.0% | -2.1% | +5.3% |
| 3M | -3.9% | +12.5% | -16.4% | -9.3% |
| 6M | -3.3% | +23.6% | -27.0% | -13.3% |
| YTD | -4.6% | +43.6% | -48.3% | -20.6% |
| 1Y | -7.0% | +52.5% | -59.5% | -24.9% |
| 3Y | -24.4% | +92.6% | -117.0% | -46.7% |
| 5Y | -32.1% | +219.0% | -251.1% | -63.3% |
| 10Y | +10.3% | +713.8% | -703.5% | -63.3% |
| All | +118.3% | +15,772.9% | -15,654.6% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling