+150.2%
MOS vs WEC
+3,978.4%
-3,828.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | +10.4% | -1.3% | +11.7% | +10.7% |
| 3M | +12.9% | -3.9% | +16.8% | +14.1% |
| 6M | +1.2% | -8.3% | +9.6% | +4.0% |
| YTD | +9.3% | +3.1% | +6.3% | +7.6% |
| 1Y | -18.0% | +1.9% | -19.9% | -19.0% |
| 3Y | -29.0% | +41.9% | -70.9% | -38.5% |
| 5Y | -9.6% | +30.8% | -40.4% | -20.5% |
| 10Y | +6.1% | +141.9% | -135.9% | -35.3% |
| All | +150.2% | +3,978.4% | -3,828.2% | -49.9% |
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