+142.7%
WBD vs MOS
-29.5%
+172.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -1.8% | +9.5% | -11.3% | -4.3% |
| 30D | +8.8% | +10.4% | -1.6% | +5.6% |
| 3M | +4.6% | +12.9% | -8.3% | +0.4% |
| 6M | +1.1% | +1.2% | -0.2% | -1.4% |
| YTD | -2.0% | +9.3% | -11.3% | -8.2% |
| 1Y | +140.0% | -18.0% | +158.0% | +151.5% |
| All | +142.7% | -29.5% | +172.2% | +157.1% |
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 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