-30.3%
MOS vs WSM
+260.3%
-290.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.4% |
| 7D | -2.0% | 0.0% | -2.0% | -1.9% |
| 30D | +15.3% | +5.1% | +10.2% | +14.2% |
| 3M | +1.5% | +5.1% | -3.6% | +0.4% |
| 6M | -2.0% | +48.6% | -50.6% | -9.3% |
| YTD | -6.5% | +44.2% | -50.7% | -13.6% |
| 1Y | -11.1% | +38.1% | -49.1% | -17.1% |
| 3Y | -30.3% | +257.2% | -287.5% | -54.1% |
| All | -30.3% | +260.3% | -290.5% | -54.1% |
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