-8.1%
MOS vs WPM
+32.1%
-40.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | +5.5% | +3.1% | +2.4% | +4.1% |
| 30D | +21.0% | -1.8% | +22.8% | +20.5% |
| 3M | -0.5% | +1.0% | -1.5% | -1.9% |
| 6M | +6.6% | -5.4% | +12.0% | +6.3% |
| YTD | -2.8% | +15.9% | -18.6% | -12.6% |
| 1Y | -8.1% | +30.8% | -38.9% | -19.9% |
| All | -8.1% | +32.1% | -40.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling