-27.7%
MOS vs WWD
+188.4%
-216.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +24.8% | +0.4% | +24.4% | +24.4% |
| 30D | +22.7% | -0.4% | +23.1% | +22.4% |
| 3M | -1.2% | -6.1% | +4.9% | -0.1% |
| 6M | +5.5% | -9.5% | +15.1% | +7.2% |
| YTD | -2.0% | +10.8% | -12.8% | -7.8% |
| 1Y | -7.9% | +23.5% | -31.5% | -16.9% |
| 3Y | -25.0% | +151.3% | -176.2% | -50.1% |
| 5Y | -27.7% | +187.8% | -215.6% | -57.4% |
| All | -27.7% | +188.4% | -216.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling