+362.6%
SHW vs MOS
+8.5%
+354.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.3% | -4.5% |
| 7D | +5.7% | +22.5% | -16.8% | +2.4% |
| 30D | +8.7% | +6.6% | +2.0% | +7.3% |
| 3M | -5.4% | -3.8% | -1.6% | -5.3% |
| 6M | +12.2% | -2.2% | +14.4% | +11.8% |
| YTD | +8.5% | -4.8% | +13.3% | +7.6% |
| 1Y | +4.9% | -11.7% | +16.6% | +5.2% |
| 3Y | +42.8% | -26.5% | +69.4% | +44.6% |
| 5Y | +14.5% | -32.2% | +46.7% | +11.7% |
| All | +362.6% | +8.5% | +354.1% | +260.4% |
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