-27.7%
MOS vs WEC
+53.9%
-81.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +24.8% | +1.4% | +23.4% | +24.4% |
| 30D | +22.7% | +12.8% | +9.9% | +18.2% |
| 3M | -1.2% | +11.2% | -12.4% | -4.6% |
| 6M | +5.5% | +6.6% | -1.1% | +3.2% |
| YTD | -2.0% | +13.8% | -15.8% | -6.3% |
| 1Y | -7.9% | +7.6% | -15.6% | -10.4% |
| 3Y | -25.0% | +62.2% | -87.2% | -37.9% |
| 5Y | -27.7% | +52.0% | -79.7% | -43.0% |
| All | -27.7% | +53.9% | -81.7% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling