+127.7%
WBD vs MOS
-15.9%
+143.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | -0.7% | +7.1% | -7.8% | -1.2% |
| 30D | +5.0% | +15.0% | -10.0% | +4.0% |
| 3M | +6.2% | +24.1% | -17.9% | +4.3% |
| 6M | +0.6% | +2.7% | -2.1% | 0.0% |
| YTD | -2.4% | +12.2% | -14.6% | -5.9% |
| 1Y | +127.7% | -16.3% | +144.0% | +152.5% |
| All | +127.7% | -15.9% | +143.6% | +152.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling