-18.0%
MOS vs WETO
-98.9%
+80.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.8% | +22.2% | +1.1% |
| 7D | +9.5% | -55.4% | +65.0% | +8.6% |
| 30D | +10.4% | -48.5% | +58.9% | +12.6% |
| 3M | +12.9% | -97.5% | +110.4% | +11.5% |
| 6M | +1.2% | -94.2% | +95.4% | +3.5% |
| YTD | +9.3% | -97.0% | +106.3% | +13.7% |
| 1Y | -18.0% | -98.9% | +80.9% | -13.7% |
| All | -18.0% | -98.9% | +80.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling