-32.8%
MOS vs WY
-34.0%
+1.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.7% |
| 7D | +21.6% | +3.1% | +18.5% | +20.0% |
| 30D | +12.0% | +13.0% | -1.0% | +5.1% |
| 3M | -3.9% | -16.8% | +12.9% | +5.7% |
| 6M | -3.3% | -11.2% | +7.9% | +2.4% |
| YTD | -4.6% | -9.1% | +4.4% | -1.1% |
| 1Y | -7.0% | -4.8% | -2.2% | -6.1% |
| 3Y | -24.4% | -25.3% | +0.8% | -14.8% |
| All | -32.8% | -34.0% | +1.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling