-6.3%
MOS vs WPM
+749.7%
-756.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.0% | -3.6% | +1.6% | -1.3% |
| 30D | +15.3% | +1.4% | +13.9% | +14.9% |
| 3M | +1.5% | -0.2% | +1.7% | +1.3% |
| 6M | -2.0% | -7.3% | +5.3% | -1.3% |
| YTD | -6.5% | +12.3% | -18.9% | -9.6% |
| 1Y | -11.1% | +24.9% | -36.0% | -15.5% |
| 3Y | -30.3% | +210.4% | -240.6% | -43.4% |
| 5Y | -33.5% | +210.4% | -243.9% | -47.0% |
| All | -6.3% | +749.7% | -756.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling