+118.0%
MOS vs WEC
+4,455.0%
-4,337.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +22.5% | +3.2% | +19.3% | +21.3% |
| 30D | +6.6% | +14.7% | -8.0% | +1.5% |
| 3M | -3.8% | +10.2% | -14.1% | -7.3% |
| 6M | -2.2% | +4.5% | -6.7% | -4.1% |
| YTD | -4.8% | +15.1% | -19.9% | -9.9% |
| 1Y | -11.7% | +9.4% | -21.1% | -14.9% |
| 3Y | -26.5% | +56.9% | -83.4% | -38.6% |
| 5Y | -32.2% | +54.4% | -86.6% | -43.7% |
| 10Y | +10.2% | +183.5% | -173.3% | -36.7% |
| All | +118.0% | +4,455.0% | -4,337.0% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling