+8.5%
MOS vs WSM
+1,020.0%
-1,011.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | +9.5% | -3.3% | +12.8% | +10.6% |
| 30D | +10.4% | -8.4% | +18.8% | +13.4% |
| 3M | +12.9% | +9.7% | +3.2% | +9.3% |
| 6M | +1.2% | +16.7% | -15.4% | -4.4% |
| YTD | +9.3% | +28.7% | -19.4% | -0.4% |
| 1Y | -18.0% | +13.7% | -31.6% | -22.4% |
| 3Y | -29.0% | +230.1% | -259.1% | -57.2% |
| 5Y | -9.6% | +179.0% | -188.5% | -45.4% |
| All | +8.5% | +1,020.0% | -1,011.5% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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