-6.3%
MOS vs WAB
+266.7%
-273.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.3% |
| 7D | -2.0% | +5.1% | -7.0% | -5.1% |
| 30D | +15.3% | +4.0% | +11.3% | +11.9% |
| 3M | +1.5% | +0.1% | +1.4% | +0.8% |
| 6M | -2.0% | +12.8% | -14.8% | -10.7% |
| YTD | -6.5% | +40.1% | -46.6% | -26.8% |
| 1Y | -11.1% | +46.4% | -57.4% | -32.5% |
| 3Y | -30.3% | +167.4% | -197.6% | -66.4% |
| 5Y | -33.5% | +215.0% | -248.6% | -72.3% |
| All | -6.3% | +266.7% | -273.0% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling