+42.6%
MOS vs WAB
+4,027.3%
-3,984.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.9% | +5.7% |
| 7D | +22.5% | -2.5% | +25.0% | +23.6% |
| 30D | +6.6% | -4.4% | +11.0% | +8.4% |
| 3M | -3.8% | -5.9% | +2.1% | -1.6% |
| 6M | -2.2% | +5.9% | -8.1% | -5.3% |
| YTD | -4.8% | +30.9% | -35.7% | -16.2% |
| 1Y | -11.7% | +35.8% | -47.5% | -23.6% |
| 3Y | -26.5% | +154.0% | -180.5% | -52.2% |
| 5Y | -32.2% | +203.9% | -236.1% | -59.6% |
| 10Y | +10.2% | +286.7% | -276.6% | -40.7% |
| All | +42.6% | +4,027.3% | -3,984.7% | -61.3% |
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 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