+2.8%
MOS vs WCN
+302.6%
-299.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +19.7% | +1.2% | +18.5% | +19.2% |
| 30D | +21.5% | +24.6% | -3.1% | +9.9% |
| 3M | -0.4% | +14.2% | -14.6% | -6.4% |
| 6M | +4.5% | +25.7% | -21.1% | -6.8% |
| YTD | -2.9% | +9.3% | -12.2% | -7.8% |
| 1Y | -7.7% | +15.3% | -23.0% | -14.8% |
| 3Y | -25.6% | +48.6% | -74.2% | -41.3% |
| 5Y | -31.2% | +46.9% | -78.1% | -46.2% |
| 10Y | +2.8% | +298.1% | -295.3% | -48.1% |
| All | +2.8% | +302.6% | -299.8% | -48.1% |
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