-1.6%
MOS vs WEC
+186.5%
-188.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +24.8% | +1.4% | +23.4% | +24.6% |
| 30D | +22.7% | +12.8% | +9.9% | +21.0% |
| 3M | -1.2% | +11.2% | -12.4% | -2.5% |
| 6M | +5.5% | +6.6% | -1.1% | +4.7% |
| YTD | -2.0% | +13.8% | -15.8% | -3.5% |
| 1Y | -7.9% | +7.6% | -15.6% | -8.8% |
| 3Y | -25.0% | +62.2% | -87.2% | -29.1% |
| 5Y | -27.7% | +52.0% | -79.7% | -31.2% |
| 10Y | -1.6% | +189.4% | -190.9% | -3.7% |
| All | -1.6% | +186.5% | -188.1% | -3.7% |
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