+7.6%
MOS vs WST
+441.1%
-433.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | +21.6% | -3.1% | +24.7% | +22.1% |
| 30D | +12.0% | +9.1% | +2.9% | +10.4% |
| 3M | -3.9% | +14.7% | -18.6% | -5.9% |
| 6M | -3.3% | +28.0% | -31.3% | -7.2% |
| YTD | -4.6% | +45.6% | -50.3% | -10.6% |
| 1Y | -7.0% | +45.7% | -52.6% | -12.9% |
| 3Y | -24.4% | +21.1% | -45.5% | -30.4% |
| 5Y | -32.1% | +0.3% | -32.4% | -37.0% |
| All | +7.6% | +441.1% | -433.5% | -31.2% |
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