-24.5%
MOS vs WEC
+57.1%
-81.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +22.5% | +3.2% | +19.3% | +21.6% |
| 30D | +6.6% | +14.7% | -8.0% | +3.1% |
| 3M | -3.8% | +10.2% | -14.1% | -6.3% |
| 6M | -2.2% | +4.5% | -6.7% | -3.3% |
| YTD | -4.8% | +15.1% | -19.9% | -8.7% |
| 1Y | -11.7% | +9.4% | -21.1% | -14.1% |
| All | -24.5% | +57.1% | -81.6% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling