+217.5%
MOS vs WTW
+1,174.9%
-957.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +2.4% |
| 7D | +9.5% | -2.6% | +12.2% | +10.9% |
| 30D | +10.4% | -1.0% | +11.4% | +10.9% |
| 3M | +12.9% | +29.9% | -17.0% | -1.3% |
| 6M | +1.2% | +10.7% | -9.5% | -5.6% |
| YTD | +9.3% | +2.6% | +6.7% | +4.7% |
| 1Y | -18.0% | +2.8% | -20.7% | -21.6% |
| 3Y | -29.0% | +67.3% | -96.3% | -48.5% |
| 5Y | -9.6% | +56.6% | -66.2% | -33.1% |
| 10Y | +6.1% | +204.1% | -198.0% | -44.4% |
| All | +217.5% | +1,174.9% | -957.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling