-7.9%
MOS vs WPM
+33.8%
-41.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +2.8% |
| 7D | +24.8% | +16.4% | +8.5% | +18.4% |
| 30D | +22.7% | -1.5% | +24.1% | +22.1% |
| 3M | -1.2% | +2.6% | -3.8% | -3.1% |
| 6M | +5.5% | -1.3% | +6.9% | +3.8% |
| YTD | -2.0% | +16.8% | -18.7% | -12.0% |
| 1Y | -7.9% | +34.1% | -42.1% | -20.1% |
| All | -7.9% | +33.8% | -41.7% | -20.1% |
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 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