+45.6%
SHW vs MOS
-24.9%
+70.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.7% |
| 7D | +1.6% | +19.7% | -18.1% | -1.2% |
| 30D | +12.1% | +21.5% | -9.4% | +8.7% |
| 3M | -3.0% | -0.4% | -2.5% | -3.5% |
| 6M | +13.5% | +4.5% | +9.0% | +11.8% |
| YTD | +11.2% | -2.9% | +14.1% | +9.5% |
| 1Y | +6.2% | -7.7% | +13.9% | +5.2% |
| 3Y | +45.6% | -25.6% | +71.3% | +43.6% |
| All | +45.6% | -24.9% | +70.5% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling