-6.3%
MOS vs WAT
+222.4%
-228.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | +0.6% | -2.5% | -2.2% |
| 30D | +15.3% | +5.4% | +9.9% | +12.9% |
| 3M | +1.5% | +11.3% | -9.8% | -2.9% |
| 6M | -2.0% | +37.4% | -39.4% | -13.8% |
| YTD | -6.5% | +21.2% | -27.7% | -15.1% |
| 1Y | -11.1% | +21.3% | -32.4% | -19.4% |
| 3Y | -30.3% | +83.4% | -113.6% | -50.7% |
| 5Y | -33.5% | +29.0% | -62.5% | -46.1% |
| All | -6.3% | +222.4% | -228.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling