-32.8%
MOS vs WAT
+32.4%
-65.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +21.6% | -1.1% | +22.7% | +21.9% |
| 30D | +12.0% | +5.0% | +7.0% | +10.5% |
| 3M | -3.9% | +14.5% | -18.4% | -7.2% |
| 6M | -3.3% | +30.9% | -34.2% | -9.9% |
| YTD | -4.6% | +20.5% | -25.1% | -9.9% |
| 1Y | -7.0% | +23.3% | -30.3% | -12.8% |
| 3Y | -24.4% | +81.5% | -105.9% | -39.4% |
| All | -32.8% | +32.4% | -65.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling