+63.7%
MOS vs WAB
+4,092.2%
-4,028.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +9.5% | -3.2% | +12.7% | +11.0% |
| 30D | +10.4% | -4.4% | +14.9% | +12.5% |
| 3M | +12.9% | +7.9% | +5.0% | +8.8% |
| 6M | +1.2% | +8.7% | -7.5% | -3.2% |
| YTD | +9.3% | +33.0% | -23.7% | -4.2% |
| 1Y | -18.0% | +46.7% | -64.6% | -31.3% |
| 3Y | -29.0% | +153.0% | -182.0% | -53.7% |
| 5Y | -9.6% | +222.3% | -231.9% | -47.3% |
| 10Y | +6.1% | +291.0% | -284.9% | -43.1% |
| All | +63.7% | +4,092.2% | -4,028.6% | -55.8% |
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