-18.0%
MOS vs WAB
+48.2%
-66.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +9.5% | -3.2% | +12.7% | +10.6% |
| 30D | +10.4% | -4.4% | +14.9% | +12.0% |
| 3M | +12.9% | +7.9% | +5.0% | +9.3% |
| 6M | +1.2% | +8.7% | -7.5% | -2.8% |
| YTD | +9.3% | +33.0% | -23.7% | -1.2% |
| 1Y | -18.0% | +46.7% | -64.6% | -26.4% |
| All | -18.0% | +48.2% | -66.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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