-6.3%
MOS vs WTW
+218.5%
-224.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | -2.0% | +2.0% | -3.9% | -2.9% |
| 30D | +15.3% | +12.9% | +2.4% | +8.7% |
| 3M | +1.5% | +0.7% | +0.8% | +0.8% |
| 6M | -2.0% | +39.5% | -41.4% | -17.7% |
| YTD | -6.5% | +3.1% | -9.6% | -10.5% |
| 1Y | -11.1% | +4.8% | -15.8% | -15.6% |
| 3Y | -30.3% | +42.9% | -73.2% | -46.4% |
| 5Y | -33.5% | +55.3% | -88.8% | -52.8% |
| All | -6.3% | +218.5% | -224.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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