+7.6%
MOS vs WAB
+287.6%
-280.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.0% |
| 7D | +21.6% | +1.4% | +20.2% | +20.2% |
| 30D | +12.0% | +0.4% | +11.6% | +11.1% |
| 3M | -3.9% | -3.8% | 0.0% | -2.1% |
| 6M | -3.3% | +5.1% | -8.4% | -7.7% |
| YTD | -4.6% | +33.3% | -38.0% | -22.9% |
| 1Y | -7.0% | +39.8% | -46.8% | -27.3% |
| 3Y | -24.4% | +161.1% | -185.5% | -63.0% |
| 5Y | -32.1% | +209.5% | -241.6% | -71.4% |
| All | +7.6% | +287.6% | -280.0% | -66.3% |
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