+20,418.4%
SHW vs MOS
+155.8%
+20,262.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -3.2% | +9.5% | -12.8% | -4.7% |
| 30D | -9.5% | +10.4% | -19.9% | -11.1% |
| 3M | +11.5% | +12.9% | -1.4% | +8.9% |
| 6M | -3.5% | +1.2% | -4.8% | -4.6% |
| YTD | +3.7% | +9.3% | -5.6% | +1.1% |
| 1Y | -7.9% | -18.0% | +10.1% | -6.4% |
| 3Y | +24.7% | -29.0% | +53.7% | +27.4% |
| 5Y | +13.6% | -9.6% | +23.2% | +7.2% |
| 10Y | +283.0% | +6.1% | +276.9% | +223.6% |
| All | +20,418.4% | +155.8% | +20,262.6% | +10,612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling