-9.6%
MOS vs WCC
+216.1%
-225.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +0.4% |
| 7D | +9.5% | +4.5% | +5.1% | +8.2% |
| 30D | +10.4% | -5.8% | +16.2% | +12.0% |
| 3M | +12.9% | -3.7% | +16.5% | +13.3% |
| 6M | +1.2% | +23.1% | -21.8% | -6.0% |
| YTD | +9.3% | +44.2% | -34.8% | -3.4% |
| 1Y | -18.0% | +62.1% | -80.1% | -30.6% |
| 3Y | -29.0% | +121.1% | -150.1% | -49.2% |
| All | -9.6% | +216.1% | -225.6% | -50.3% |
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