-34.4%
MOS vs WYNN
-6.8%
-27.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.6% |
| 30D | +15.3% | +15.4% | -0.1% | +10.9% |
| 3M | +1.5% | -16.7% | +18.2% | +6.3% |
| 6M | -2.0% | -11.1% | +9.2% | +0.7% |
| YTD | -6.5% | -28.8% | +22.3% | +1.5% |
| 1Y | -11.1% | -30.2% | +19.1% | -3.1% |
| 3Y | -30.3% | +3.8% | -34.0% | -33.9% |
| All | -34.4% | -6.8% | -27.6% | -38.6% |
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