+17.1%
WBD vs MOS
-8.3%
+25.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -33.1% | +46.2% | +20.5% |
| 7D | +13.1% | -33.1% | +46.2% | +20.5% |
| 30D | +13.1% | -33.1% | +46.2% | +20.5% |
| 3M | +13.1% | -33.1% | +46.2% | +20.5% |
| 6M | +13.1% | -33.1% | +46.2% | +20.5% |
| YTD | +13.1% | -33.1% | +46.2% | +20.5% |
| 1Y | +13.1% | -33.1% | +46.2% | +20.5% |
| 3Y | +13.1% | -33.1% | +46.2% | +20.5% |
| 5Y | +18.4% | -37.3% | +55.7% | +28.0% |
| All | +17.1% | -8.3% | +25.4% | -2.1% |
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