+7.6%
MOS vs WCN
+309.0%
-301.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +21.6% | +2.9% | +18.7% | +20.3% |
| 30D | +12.0% | +22.1% | -10.1% | +2.2% |
| 3M | -3.9% | +13.2% | -17.1% | -9.3% |
| 6M | -3.3% | +23.7% | -27.0% | -13.2% |
| YTD | -4.6% | +8.7% | -13.4% | -9.2% |
| 1Y | -7.0% | +15.3% | -22.3% | -14.1% |
| 3Y | -24.4% | +46.0% | -70.4% | -39.8% |
| 5Y | -32.1% | +45.9% | -78.0% | -46.8% |
| All | +7.6% | +309.0% | -301.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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