-34.4%
MOS vs WCN
+48.0%
-82.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | +15.3% | +23.9% | -8.6% | +7.9% |
| 3M | +1.5% | +17.4% | -15.9% | -3.4% |
| 6M | -2.0% | +28.0% | -30.0% | -10.1% |
| YTD | -6.5% | +11.6% | -18.1% | -9.7% |
| 1Y | -11.1% | +16.9% | -27.9% | -15.7% |
| 3Y | -30.3% | +51.6% | -81.8% | -42.8% |
| All | -34.4% | +48.0% | -82.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling