-1.6%
MOS vs WAB
+288.7%
-290.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.2% |
| 7D | +24.8% | +4.0% | +20.8% | +21.4% |
| 30D | +22.7% | +6.3% | +16.4% | +17.4% |
| 3M | -1.2% | +3.3% | -4.5% | -3.9% |
| 6M | +5.5% | +14.5% | -8.9% | -4.8% |
| YTD | -2.0% | +42.7% | -44.6% | -24.1% |
| 1Y | -7.9% | +45.2% | -53.1% | -29.7% |
| 3Y | -25.0% | +173.8% | -198.7% | -64.4% |
| 5Y | -27.7% | +223.8% | -251.5% | -70.4% |
| 10Y | -1.6% | +280.5% | -282.1% | -69.5% |
| All | -1.6% | +288.7% | -290.3% | -69.5% |
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