-9.6%
MOS vs WST
-25.7%
+16.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +9.5% | +0.7% | +8.8% | +9.4% |
| 30D | +10.4% | -3.1% | +13.6% | +10.9% |
| 3M | +12.9% | +7.2% | +5.7% | +11.8% |
| 6M | +1.2% | +36.8% | -35.6% | -3.2% |
| YTD | +9.3% | +23.8% | -14.5% | +5.8% |
| 1Y | -18.0% | +37.8% | -55.7% | -21.9% |
| 3Y | -29.0% | -15.9% | -13.1% | -29.9% |
| All | -9.6% | -25.7% | +16.1% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling