-24.5%
MOS vs WWD
+137.0%
-161.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +4.3% |
| 7D | +22.5% | -2.6% | +25.0% | +22.7% |
| 30D | +6.6% | -7.7% | +14.4% | +7.9% |
| 3M | -3.8% | -17.7% | +13.9% | -0.5% |
| 6M | -2.2% | -15.9% | +13.7% | +0.1% |
| YTD | -4.8% | +1.8% | -6.5% | -7.5% |
| 1Y | -11.7% | +17.4% | -29.1% | -17.3% |
| All | -24.5% | +137.0% | -161.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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