-4.2%
MOS vs WTW
+54.0%
-58.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.4% |
| 7D | +7.1% | -2.7% | +9.8% | +7.8% |
| 30D | +15.0% | -5.6% | +20.7% | +16.7% |
| 3M | +24.1% | +26.5% | -2.4% | +16.1% |
| 6M | +2.7% | +8.1% | -5.4% | +0.2% |
| YTD | +12.2% | -0.3% | +12.5% | +11.9% |
| 1Y | -16.3% | -0.9% | -15.4% | -16.4% |
| 3Y | -23.3% | +66.6% | -89.9% | -41.1% |
| 5Y | -4.2% | +54.0% | -58.1% | -27.5% |
| All | -4.2% | +54.0% | -58.2% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling