+122.3%
MOS vs WY
+623.4%
-501.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +19.7% | -0.8% | +20.4% | +20.4% |
| 30D | +21.5% | +10.6% | +10.9% | +15.7% |
| 3M | -0.4% | -16.6% | +16.2% | +8.9% |
| 6M | +4.5% | -8.6% | +13.1% | +8.8% |
| YTD | -2.9% | -8.4% | +5.5% | +0.3% |
| 1Y | -7.7% | -5.1% | -2.6% | -6.4% |
| 3Y | -25.6% | -21.9% | -3.7% | -18.5% |
| 5Y | -31.2% | -31.3% | +0.1% | -20.3% |
| 10Y | +2.8% | +3.6% | -0.8% | -5.0% |
| All | +122.3% | +623.4% | -501.1% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling