-1.6%
MOS vs WCN
+300.6%
-302.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +24.8% | +2.6% | +22.2% | +23.6% |
| 30D | +22.7% | +25.3% | -2.6% | +10.7% |
| 3M | -1.2% | +15.2% | -16.4% | -7.5% |
| 6M | +5.5% | +26.4% | -20.9% | -6.2% |
| YTD | -2.0% | +9.9% | -11.9% | -7.1% |
| 1Y | -7.9% | +16.2% | -24.1% | -15.3% |
| 3Y | -25.0% | +49.4% | -74.4% | -41.0% |
| 5Y | -27.7% | +46.2% | -73.9% | -43.3% |
| 10Y | -1.6% | +305.7% | -307.3% | -53.1% |
| All | -1.6% | +300.6% | -302.1% | -53.1% |
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