-23.3%
MOS vs WTW
+65.4%
-88.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.9% |
| 7D | +7.1% | -2.7% | +9.8% | +7.3% |
| 30D | +15.0% | -5.6% | +20.7% | +15.6% |
| 3M | +24.1% | +26.5% | -2.4% | +21.5% |
| 6M | +2.7% | +8.1% | -5.4% | +2.5% |
| YTD | +12.2% | -0.3% | +12.5% | +13.5% |
| 1Y | -16.3% | -0.9% | -15.4% | -15.2% |
| 3Y | -23.3% | +66.6% | -89.9% | -34.7% |
| All | -23.3% | +65.4% | -88.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling