-7.0%
MOS vs WST
+42.2%
-49.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | +21.6% | -3.1% | +24.7% | +21.9% |
| 30D | +12.0% | +9.1% | +2.9% | +10.9% |
| 3M | -3.9% | +14.7% | -18.6% | -5.0% |
| 6M | -3.3% | +28.0% | -31.3% | -5.3% |
| YTD | -4.6% | +45.6% | -50.3% | -7.4% |
| 1Y | -7.0% | +45.7% | -52.6% | -9.9% |
| All | -7.0% | +42.2% | -49.2% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling