+7.5%
MOS vs WST
+431.2%
-423.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +3.9% |
| 7D | +22.5% | -5.8% | +28.3% | +23.6% |
| 30D | +6.6% | +5.3% | +1.3% | +5.7% |
| 3M | -3.8% | +11.8% | -15.6% | -5.5% |
| 6M | -2.2% | +26.7% | -28.9% | -6.0% |
| YTD | -4.8% | +43.0% | -47.8% | -10.5% |
| 1Y | -11.7% | +38.9% | -50.6% | -16.7% |
| 3Y | -26.5% | +18.2% | -44.7% | -32.1% |
| 5Y | -32.2% | -1.5% | -30.7% | -36.9% |
| All | +7.5% | +431.2% | -423.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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