+111.1%
MOS vs WST
+14,846.0%
-14,734.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.4% | +16.9% | +17.3% |
| 7D | +17.9% | +1.3% | +16.7% | +17.5% |
| 30D | +1.6% | +8.5% | -6.9% | -0.7% |
| 3M | -4.0% | +17.2% | -21.2% | -8.0% |
| 6M | -4.1% | +36.3% | -40.4% | -12.1% |
| YTD | -7.8% | +48.9% | -56.7% | -18.1% |
| 1Y | -15.6% | +42.9% | -58.5% | -24.3% |
| 3Y | -28.9% | +23.1% | -51.9% | -38.5% |
| 5Y | -36.8% | -4.4% | -32.4% | -42.9% |
| 10Y | +6.7% | +461.3% | -454.7% | -49.6% |
| All | +111.1% | +14,846.0% | -14,734.9% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling