-9.6%
MOS vs WEC
+31.0%
-40.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | +10.4% | -1.3% | +11.7% | +10.6% |
| 3M | +12.9% | -3.9% | +16.8% | +13.8% |
| 6M | +1.2% | -8.3% | +9.6% | +3.4% |
| YTD | +9.3% | +3.1% | +6.3% | +8.0% |
| 1Y | -18.0% | +1.9% | -19.9% | -18.8% |
| 3Y | -29.0% | +41.9% | -70.9% | -37.0% |
| All | -9.6% | +31.0% | -40.6% | -20.1% |
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 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