-5.3%
MOS vs WAT
+11,982.1%
-11,987.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.1% |
| 7D | +22.5% | -5.6% | +28.1% | +24.3% |
| 30D | +6.6% | +3.8% | +2.8% | +5.4% |
| 3M | -3.8% | +13.3% | -17.1% | -7.2% |
| 6M | -2.2% | +32.2% | -34.4% | -9.7% |
| YTD | -4.8% | +19.3% | -24.1% | -10.7% |
| 1Y | -11.7% | +21.8% | -33.5% | -17.7% |
| 3Y | -26.5% | +73.9% | -100.5% | -39.4% |
| 5Y | -32.2% | +32.1% | -64.3% | -40.8% |
| 10Y | +10.2% | +228.2% | -218.0% | -23.8% |
| All | -5.3% | +11,982.1% | -11,987.4% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling