+45.6%
MOS vs WAB
+4,408.2%
-4,362.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +5.5% | +3.1% | +2.3% | +3.8% |
| 30D | +21.0% | +6.4% | +14.5% | +17.4% |
| 3M | -0.5% | +2.2% | -2.6% | -1.8% |
| 6M | +6.6% | +13.7% | -7.1% | 0.0% |
| YTD | -2.8% | +43.0% | -45.8% | -17.7% |
| 1Y | -8.1% | +47.0% | -55.0% | -23.1% |
| 3Y | -25.6% | +174.4% | -200.0% | -53.3% |
| 5Y | -29.8% | +222.2% | -251.9% | -59.2% |
| 10Y | +0.6% | +276.9% | -276.3% | -45.7% |
| All | +45.6% | +4,408.2% | -4,362.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling