-34.4%
MOS vs WY
-31.4%
-3.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.6% |
| 30D | +15.3% | +10.1% | +5.2% | +9.8% |
| 3M | +1.5% | -15.4% | +16.9% | +10.6% |
| 6M | -2.0% | -8.3% | +6.3% | +2.1% |
| YTD | -6.5% | -9.8% | +3.3% | -2.7% |
| 1Y | -11.1% | -3.9% | -7.2% | -10.6% |
| 3Y | -30.3% | -23.3% | -6.9% | -22.7% |
| All | -34.4% | -31.4% | -3.0% | -24.3% |
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