-25.6%
MOS vs WAB
+174.1%
-199.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | -0.2% |
| 7D | +19.7% | +4.0% | +15.7% | +17.6% |
| 30D | +21.5% | +4.5% | +17.0% | +19.1% |
| 3M | -0.4% | +2.3% | -2.7% | -1.6% |
| 6M | +4.5% | +12.5% | -7.9% | -1.2% |
| YTD | -2.9% | +40.2% | -43.1% | -17.0% |
| 1Y | -7.7% | +45.2% | -52.9% | -22.4% |
| 3Y | -25.6% | +171.8% | -197.5% | -59.9% |
| All | -25.6% | +174.1% | -199.7% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling