-30.8%
MOS vs WY
-24.9%
-5.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.6% | -4.1% |
| 7D | -2.6% | -5.4% | +2.9% | 0.0% |
| 30D | +13.5% | +7.9% | +5.6% | +10.0% |
| 3M | -2.9% | -16.6% | +13.7% | +5.1% |
| 6M | -1.0% | -11.2% | +10.2% | +4.0% |
| YTD | -7.2% | -11.3% | +4.1% | -3.2% |
| 1Y | -11.4% | -5.5% | -5.9% | -10.2% |
| All | -30.8% | -24.9% | -5.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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