+7.6%
MOS vs WU
-36.0%
+43.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | +21.6% | +11.7% | +9.9% | +16.4% |
| 30D | +12.0% | +12.6% | -0.6% | +6.6% |
| 3M | -3.9% | -0.5% | -3.4% | -4.1% |
| 6M | -3.3% | -18.2% | +14.9% | +3.2% |
| YTD | -4.6% | -19.0% | +14.3% | +1.3% |
| 1Y | -7.0% | -16.7% | +9.7% | -2.6% |
| 3Y | -24.4% | -21.0% | -3.4% | -21.4% |
| 5Y | -32.1% | -41.7% | +9.6% | -21.3% |
| All | +7.6% | -36.0% | +43.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling