+7.6%
MOS vs WCC
+457.1%
-449.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.8% |
| 7D | +21.6% | -14.7% | +36.3% | +28.2% |
| 30D | +12.0% | -20.1% | +32.0% | +20.7% |
| 3M | -3.9% | -21.2% | +17.3% | +3.6% |
| 6M | -3.3% | -19.2% | +15.8% | +1.7% |
| YTD | -4.6% | +20.2% | -24.9% | -18.2% |
| 1Y | -7.0% | +14.5% | -21.4% | -18.8% |
| 3Y | -24.4% | +115.1% | -139.6% | -57.5% |
| 5Y | -32.1% | +121.5% | -153.6% | -66.1% |
| All | +7.6% | +457.1% | -449.5% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling