-21.2%
MOS vs WYNN
-26.8%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +0.5% | -3.4% | +3.9% | +1.2% |
| 30D | +10.9% | -15.4% | +26.3% | +14.8% |
| 3M | +29.2% | -15.8% | +45.0% | +33.9% |
| 6M | -2.3% | -13.5% | +11.2% | +0.6% |
| YTD | +8.3% | -26.0% | +34.3% | +14.5% |
| 1Y | -21.2% | -27.4% | +6.2% | -16.0% |
| All | -21.2% | -26.8% | +5.6% | -16.0% |
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