+12.6%
MOS vs WCN
+239.1%
-226.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.2% |
| 30D | +15.0% | -2.1% | +17.2% | +16.1% |
| 3M | +24.1% | +6.4% | +17.7% | +19.6% |
| 6M | +2.7% | -3.7% | +6.4% | +3.5% |
| YTD | +12.2% | -6.4% | +18.5% | +14.4% |
| 1Y | -16.3% | -7.9% | -8.3% | -14.1% |
| 3Y | -23.3% | +20.8% | -44.1% | -33.3% |
| 5Y | -4.2% | +29.0% | -33.1% | -21.0% |
| 10Y | +12.6% | +236.4% | -223.8% | -41.6% |
| All | +12.6% | +239.1% | -226.6% | -41.6% |
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