+11.1%
MOS vs WETO
-99.4%
+110.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +7.1% | -57.2% | +64.3% | +6.1% |
| 30D | +15.0% | -48.8% | +63.8% | +17.4% |
| 3M | +24.1% | -97.7% | +121.8% | +23.5% |
| 6M | +2.7% | -94.3% | +97.0% | +5.1% |
| YTD | +12.2% | -97.0% | +109.2% | +14.6% |
| 1Y | -16.3% | -98.9% | +82.6% | -15.0% |
| All | +11.1% | -99.4% | +110.5% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling