+184.7%
MOS vs WTW
+1,172.0%
-987.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | +24.8% | +1.6% | +23.2% | +24.1% |
| 30D | +22.7% | +12.4% | +10.3% | +15.8% |
| 3M | -1.2% | -2.6% | +1.4% | -0.3% |
| 6M | +5.5% | +30.8% | -25.2% | -8.7% |
| YTD | -2.0% | +2.3% | -4.3% | -6.3% |
| 1Y | -7.9% | +4.9% | -12.8% | -13.1% |
| 3Y | -25.0% | +43.9% | -68.8% | -41.1% |
| 5Y | -27.7% | +53.8% | -81.6% | -46.2% |
| 10Y | -1.6% | +212.8% | -214.3% | -49.2% |
| All | +184.7% | +1,172.0% | -987.3% | +0.1% |
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