-32.9%
MOS vs WCC
+112.3%
-145.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +5.5% |
| 7D | +22.5% | -21.9% | +44.4% | +28.9% |
| 30D | +6.6% | -25.4% | +32.1% | +13.4% |
| 3M | -3.8% | -23.1% | +19.3% | +1.1% |
| 6M | -2.2% | -18.1% | +15.8% | +0.4% |
| YTD | -4.8% | +17.7% | -22.4% | -12.6% |
| 1Y | -11.7% | +12.4% | -24.1% | -18.1% |
| 3Y | -26.5% | +105.9% | -132.4% | -47.5% |
| All | -32.9% | +112.3% | -145.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling