+2.8%
MOS vs WAT
+232.2%
-229.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.3% |
| 7D | +19.7% | +6.0% | +13.6% | +17.0% |
| 30D | +21.5% | +9.9% | +11.6% | +17.0% |
| 3M | -0.4% | +17.2% | -17.6% | -6.6% |
| 6M | +4.5% | +34.2% | -29.7% | -7.3% |
| YTD | -2.9% | +25.5% | -28.4% | -13.0% |
| 1Y | -7.7% | +28.3% | -36.0% | -18.3% |
| 3Y | -25.6% | +88.4% | -114.0% | -48.0% |
| 5Y | -31.2% | +36.1% | -67.3% | -45.6% |
| 10Y | +2.8% | +234.8% | -232.0% | -47.3% |
| All | +2.8% | +232.2% | -229.4% | -47.3% |
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