-11.1%
MOS vs WEC
+9.5%
-20.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -2.0% | +2.3% | -4.3% | -2.5% |
| 30D | +15.3% | +11.1% | +4.2% | +13.9% |
| 3M | +1.5% | +8.4% | -7.0% | +0.3% |
| 6M | -2.0% | +7.5% | -9.5% | -2.9% |
| YTD | -6.5% | +15.3% | -21.9% | -10.2% |
| 1Y | -11.1% | +9.7% | -20.8% | -15.1% |
| All | -11.1% | +9.5% | -20.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling