-28.3%
MOS vs WAT
+46.1%
-74.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +9.5% | -1.3% | +10.8% | +9.8% |
| 30D | +10.4% | +2.3% | +8.1% | +9.9% |
| 3M | +12.9% | +8.7% | +4.1% | +11.0% |
| 6M | +1.2% | +28.3% | -27.1% | -4.0% |
| YTD | +9.3% | +7.8% | +1.5% | +7.2% |
| 1Y | -18.0% | +36.6% | -54.6% | -24.7% |
| All | -28.3% | +46.1% | -74.4% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling