-25.6%
MOS vs WTW
+44.8%
-70.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +19.7% | +0.5% | +19.2% | +19.7% |
| 30D | +21.5% | +10.4% | +11.1% | +20.6% |
| 3M | -0.4% | -4.8% | +4.4% | -0.1% |
| 6M | +4.5% | +28.5% | -23.9% | +2.6% |
| YTD | -2.9% | +0.5% | -3.4% | -1.6% |
| 1Y | -7.7% | +1.6% | -9.3% | -6.8% |
| 3Y | -25.6% | +42.5% | -68.2% | -30.9% |
| All | -25.6% | +44.8% | -70.4% | -30.9% |
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