-11.1%
MOS vs WYNN
-11.0%
-0.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.7% | -4.2% | +2.5% | -0.6% |
| 30D | +12.4% | -14.6% | +27.0% | +17.0% |
| 3M | +20.5% | -18.4% | +38.9% | +26.7% |
| 6M | -12.0% | -11.9% | -0.1% | -9.3% |
| YTD | +7.4% | -26.6% | +34.0% | +15.7% |
| 1Y | -22.5% | -28.5% | +6.1% | -16.4% |
| 3Y | -25.5% | -5.1% | -20.4% | -27.7% |
| All | -11.1% | -11.0% | -0.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling