-2.2%
MOS vs WAT
+34.0%
-36.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.8% |
| 7D | +22.5% | -5.6% | +28.1% | +23.6% |
| 30D | +6.6% | +3.8% | +2.8% | +5.7% |
| 3M | -3.8% | +13.3% | -17.1% | -6.3% |
| 6M | -2.2% | +32.2% | -34.4% | -6.3% |
| All | -2.2% | +34.0% | -36.2% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling