+21,057.3%
SHW vs MOS
+123.1%
+20,934.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +3.5% | +21.6% | -18.1% | +0.2% |
| 30D | +9.2% | +12.0% | -2.7% | +7.0% |
| 3M | -5.1% | -3.9% | -1.2% | -4.9% |
| 6M | +6.8% | -3.3% | +10.2% | +6.6% |
| YTD | +7.0% | -4.6% | +11.6% | +6.2% |
| 1Y | +4.1% | -7.0% | +11.1% | +3.6% |
| 3Y | +41.1% | -24.4% | +65.5% | +42.5% |
| 5Y | +12.9% | -32.1% | +45.0% | +11.6% |
| 10Y | +366.3% | +10.3% | +356.0% | +290.5% |
| All | +21,057.3% | +123.1% | +20,934.1% | +11,151.7% |
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