-32.2%
MOS vs WEC
+56.3%
-88.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +22.5% | +3.2% | +19.3% | +21.4% |
| 30D | +6.6% | +14.7% | -8.0% | +2.3% |
| 3M | -3.8% | +10.2% | -14.1% | -6.8% |
| 6M | -2.2% | +4.5% | -6.7% | -3.6% |
| YTD | -4.8% | +15.1% | -19.9% | -9.2% |
| 1Y | -11.7% | +9.4% | -21.1% | -14.5% |
| 3Y | -26.5% | +56.9% | -83.4% | -38.2% |
| 5Y | -32.2% | +54.4% | -86.6% | -45.5% |
| All | -32.2% | +56.3% | -88.5% | -45.5% |
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