-27.5%
MOS vs WU
-23.1%
-4.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.1% |
| 7D | +5.5% | +2.1% | +3.3% | +4.9% |
| 30D | +21.0% | +10.1% | +10.8% | +18.2% |
| 3M | -0.5% | -1.1% | +0.7% | -0.5% |
| 6M | +6.6% | -19.8% | +26.4% | +10.7% |
| YTD | -2.8% | -20.8% | +18.0% | +0.8% |
| 1Y | -8.1% | -15.1% | +7.1% | -6.4% |
| All | -27.5% | -23.1% | -4.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling