-1.6%
MOS vs WPM
+556.6%
-558.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +2.0% |
| 7D | +24.8% | +16.4% | +8.5% | +21.1% |
| 30D | +22.7% | -1.5% | +24.1% | +22.8% |
| 3M | -1.2% | +2.6% | -3.8% | -2.0% |
| 6M | +5.5% | -1.3% | +6.9% | +5.0% |
| YTD | -2.0% | +16.8% | -18.7% | -6.0% |
| 1Y | -7.9% | +34.1% | -42.1% | -13.8% |
| 3Y | -25.0% | +225.1% | -250.1% | -39.9% |
| 5Y | -27.7% | +234.5% | -262.2% | -43.2% |
| 10Y | -1.6% | +674.1% | -675.7% | -25.1% |
| All | -1.6% | +556.6% | -558.2% | -25.1% |
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