+7.6%
MOS vs WAT
+227.3%
-219.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +21.6% | -1.1% | +22.7% | +22.0% |
| 30D | +12.0% | +5.0% | +7.0% | +9.7% |
| 3M | -3.9% | +14.5% | -18.4% | -9.0% |
| 6M | -3.3% | +30.9% | -34.2% | -13.5% |
| YTD | -4.6% | +20.5% | -25.1% | -13.3% |
| 1Y | -7.0% | +23.3% | -30.3% | -16.4% |
| 3Y | -24.4% | +81.5% | -105.9% | -46.5% |
| 5Y | -32.1% | +33.4% | -65.5% | -46.2% |
| All | +7.6% | +227.3% | -219.7% | -44.3% |
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