-15.6%
MOS vs WAB
+46.5%
-62.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.1% | +16.3% | +17.0% |
| 7D | +17.9% | +4.5% | +13.4% | +16.1% |
| 30D | +1.6% | +1.1% | +0.5% | +1.2% |
| 3M | -4.0% | -1.3% | -2.7% | -3.6% |
| 6M | -4.1% | +12.7% | -16.9% | -9.2% |
| YTD | -7.8% | +38.7% | -46.5% | -22.5% |
| 1Y | -15.6% | +44.9% | -60.5% | -31.7% |
| All | -15.6% | +46.5% | -62.1% | -31.7% |
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