-7.0%
MOS vs WPM
+752.0%
-759.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +13.5% | -3.1% | +16.6% | +14.0% |
| 3M | -2.9% | -2.2% | -0.7% | -2.7% |
| 6M | -1.0% | -7.4% | +6.4% | -0.3% |
| YTD | -7.2% | +12.6% | -19.9% | -10.3% |
| 1Y | -11.4% | +22.8% | -34.2% | -15.6% |
| 3Y | -29.0% | +213.6% | -242.6% | -42.5% |
| 5Y | -34.0% | +211.2% | -245.2% | -47.4% |
| All | -7.0% | +752.0% | -759.0% | -25.2% |
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