+150.2%
MOS vs WY
+688.1%
-537.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +9.5% | -1.7% | +11.3% | +10.4% |
| 30D | +10.4% | -10.1% | +20.5% | +16.3% |
| 3M | +12.9% | -5.1% | +18.0% | +15.4% |
| 6M | +1.2% | -4.8% | +6.0% | +2.9% |
| YTD | +9.3% | -0.2% | +9.5% | +8.3% |
| 1Y | -18.0% | -6.6% | -11.4% | -16.3% |
| 3Y | -29.0% | -22.7% | -6.3% | -21.8% |
| 5Y | -9.6% | -22.2% | +12.6% | -1.4% |
| 10Y | +6.1% | +7.3% | -1.2% | -4.1% |
| All | +150.2% | +688.1% | -537.9% | +11.4% |
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