-15.6%
MOS vs WYNN
-32.5%
+16.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.1% | +11.3% | +15.4% |
| 7D | +17.9% | +15.4% | +2.5% | +13.7% |
| 30D | +1.6% | +6.8% | -5.2% | -0.3% |
| 3M | -4.0% | -15.4% | +11.4% | 0.0% |
| 6M | -4.1% | -20.0% | +15.8% | +1.4% |
| YTD | -7.8% | -31.0% | +23.2% | +1.9% |
| 1Y | -15.6% | -31.5% | +15.9% | -8.5% |
| All | -15.6% | -32.5% | +16.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling