-2.6%
MOS vs WST
+451.8%
-454.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +5.5% | +1.1% | +4.4% | +5.2% |
| 30D | +21.0% | +12.4% | +8.6% | +18.7% |
| 3M | -0.5% | +17.6% | -18.0% | -3.0% |
| 6M | +6.6% | +28.3% | -21.7% | +2.3% |
| YTD | -2.8% | +50.5% | -53.3% | -9.3% |
| 1Y | -8.1% | +49.4% | -57.4% | -14.2% |
| 3Y | -25.6% | +21.9% | -47.5% | -31.5% |
| 5Y | -29.8% | +0.4% | -30.1% | -34.7% |
| All | -2.6% | +451.8% | -454.4% | -39.3% |
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