+11.7%
MOS vs WYNN
+1.1%
+10.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.7% | -4.2% | +2.5% | -0.1% |
| 30D | +12.4% | -14.6% | +27.0% | +19.1% |
| 3M | +20.5% | -18.4% | +38.9% | +29.4% |
| 6M | -12.0% | -11.9% | -0.1% | -8.3% |
| YTD | +7.4% | -26.6% | +34.0% | +19.3% |
| 1Y | -22.5% | -28.5% | +6.1% | -13.8% |
| 3Y | -25.5% | -5.1% | -20.4% | -28.6% |
| 5Y | -10.1% | -10.5% | +0.4% | -18.2% |
| All | +11.7% | +1.1% | +10.6% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling