+95.5%
MOS vs WPM
+5,236.6%
-5,141.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.8% |
| 7D | +21.6% | +16.9% | +4.7% | +16.2% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | -3.9% | +8.9% | -12.8% | -6.8% |
| 6M | -3.3% | +1.6% | -4.9% | -5.0% |
| YTD | -4.6% | +16.5% | -21.1% | -11.2% |
| 1Y | -7.0% | +42.2% | -49.2% | -18.7% |
| 3Y | -24.4% | +213.3% | -237.7% | -49.8% |
| 5Y | -32.1% | +249.9% | -282.0% | -57.3% |
| 10Y | +10.3% | +549.4% | -539.0% | -50.1% |
| All | +95.5% | +5,236.6% | -5,141.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling