+8.7%
MOS vs WAT
+10,816.8%
-10,808.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +9.5% | -1.3% | +10.8% | +9.9% |
| 30D | +10.4% | +2.3% | +8.1% | +9.7% |
| 3M | +12.9% | +8.7% | +4.1% | +10.2% |
| 6M | +1.2% | +28.3% | -27.1% | -6.2% |
| YTD | +9.3% | +7.8% | +1.5% | +5.6% |
| 1Y | -18.0% | +36.6% | -54.6% | -26.1% |
| 3Y | -29.0% | +45.7% | -74.7% | -38.7% |
| 5Y | -9.6% | -3.3% | -6.3% | -14.1% |
| 10Y | +6.1% | +162.1% | -156.0% | -22.5% |
| All | +8.7% | +10,816.8% | -10,808.1% | -45.6% |
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