-32.9%
MOS vs WAB
+198.1%
-230.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.9% | +5.9% |
| 7D | +22.5% | -2.5% | +25.0% | +23.7% |
| 30D | +6.6% | -4.4% | +11.0% | +8.6% |
| 3M | -3.8% | -5.9% | +2.1% | -1.4% |
| 6M | -2.2% | +5.9% | -8.1% | -5.9% |
| YTD | -4.8% | +30.9% | -35.7% | -18.1% |
| 1Y | -11.7% | +35.8% | -47.5% | -25.5% |
| 3Y | -26.5% | +154.0% | -180.5% | -57.4% |
| All | -32.9% | +198.1% | -230.9% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling