-21.2%
MOS vs WETO
-98.9%
+77.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.3% | -2.2% |
| 7D | +0.5% | -19.9% | +20.4% | +0.2% |
| 30D | +10.9% | -42.7% | +53.6% | +13.3% |
| 3M | +29.2% | -97.7% | +127.0% | +27.3% |
| 6M | -2.3% | -94.4% | +92.1% | 0.0% |
| YTD | +8.3% | -97.0% | +105.3% | +12.5% |
| 1Y | -21.2% | -98.9% | +77.7% | -14.7% |
| All | -21.2% | -98.9% | +77.7% | -14.7% |
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