+1.2%
MOS vs WTW
+11.2%
-10.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +1.2% |
| 7D | +9.5% | -2.6% | +12.2% | +9.2% |
| 30D | +10.4% | -1.0% | +11.4% | +10.2% |
| 3M | +12.9% | +29.9% | -17.0% | +19.0% |
| 6M | +1.2% | +10.7% | -9.5% | -0.8% |
| All | +1.2% | +11.2% | -10.0% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling