+336.3%
WBD vs MOS
+84.5%
+251.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | -15.8% | +51.8% | +40.3% |
| 7D | +36.0% | -15.8% | +51.8% | +40.3% |
| 30D | +36.0% | -15.8% | +51.8% | +40.3% |
| 3M | +36.0% | -15.8% | +51.8% | +40.3% |
| 6M | +36.0% | -15.8% | +51.8% | +40.3% |
| YTD | +36.0% | -15.8% | +51.8% | +40.3% |
| 1Y | +63.0% | -36.1% | +99.1% | +81.7% |
| 3Y | +206.7% | -31.3% | +238.0% | +228.9% |
| 5Y | +18.4% | -37.3% | +55.7% | +25.2% |
| 10Y | +11.8% | +2.7% | +9.1% | -8.5% |
| All | +336.3% | +84.5% | +251.8% | +181.5% |
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 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