-2.6%
MOS vs WEC
+195.2%
-197.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | +21.0% | +12.0% | +9.0% | +19.4% |
| 3M | -0.5% | +11.1% | -11.5% | -1.7% |
| 6M | +6.6% | +6.0% | +0.6% | +5.8% |
| YTD | -2.8% | +14.3% | -17.0% | -4.4% |
| 1Y | -8.1% | +8.0% | -16.1% | -9.0% |
| 3Y | -25.6% | +62.8% | -88.4% | -29.7% |
| 5Y | -29.8% | +55.3% | -85.1% | -33.2% |
| All | -2.6% | +195.2% | -197.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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