+0.6%
MOS vs WU
-37.2%
+37.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.4% |
| 7D | +5.5% | +2.1% | +3.3% | +4.5% |
| 30D | +21.0% | +10.1% | +10.8% | +16.1% |
| 3M | -0.5% | -1.1% | +0.7% | -0.4% |
| 6M | +6.6% | -19.8% | +26.4% | +14.7% |
| YTD | -2.8% | -20.8% | +18.0% | +4.3% |
| 1Y | -8.1% | -15.1% | +7.1% | -4.6% |
| 3Y | -25.6% | -23.2% | -2.4% | -21.6% |
| 5Y | -29.8% | -42.6% | +12.9% | -17.9% |
| 10Y | +0.6% | -38.9% | +39.4% | +13.9% |
| All | +0.6% | -37.2% | +37.7% | +13.9% |
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