+150.2%
MOS vs GWW
+14,492.5%
-14,342.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +9.5% | +1.4% | +8.1% | +8.7% |
| 30D | +10.4% | +3.3% | +7.2% | +8.6% |
| 3M | +12.9% | +2.9% | +10.0% | +10.7% |
| 6M | +1.2% | +15.8% | -14.5% | -6.5% |
| YTD | +9.3% | +32.0% | -22.7% | -5.3% |
| 1Y | -18.0% | +29.9% | -47.9% | -28.6% |
| 3Y | -29.0% | +91.1% | -120.1% | -49.8% |
| 5Y | -9.6% | +223.9% | -233.5% | -51.7% |
| 10Y | +6.1% | +567.0% | -561.0% | -61.3% |
| All | +150.2% | +14,492.5% | -14,342.3% | -65.8% |
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 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