+356.1%
SHW vs MOS
+8.6%
+347.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +3.5% | +21.6% | -18.1% | +0.3% |
| 30D | +9.2% | +12.0% | -2.7% | +7.1% |
| 3M | -5.1% | -3.9% | -1.2% | -5.0% |
| 6M | +6.8% | -3.3% | +10.2% | +6.6% |
| YTD | +7.0% | -4.6% | +11.6% | +6.1% |
| 1Y | +4.1% | -7.0% | +11.1% | +3.5% |
| 3Y | +41.1% | -24.4% | +65.5% | +42.1% |
| 5Y | +12.9% | -32.1% | +45.0% | +10.1% |
| All | +356.1% | +8.6% | +347.5% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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