-24.4%
MOS vs WSM
+245.0%
-269.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +21.6% | +0.5% | +21.1% | +21.6% |
| 30D | +12.0% | +6.0% | +6.0% | +10.7% |
| 3M | -3.9% | +3.2% | -7.1% | -4.6% |
| 6M | -3.3% | +37.1% | -40.4% | -9.2% |
| YTD | -4.6% | +44.2% | -48.8% | -11.8% |
| 1Y | -7.0% | +34.2% | -41.2% | -12.9% |
| 3Y | -24.4% | +249.3% | -273.7% | -46.8% |
| All | -24.4% | +245.0% | -269.5% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling