+298.2%
WBD vs MOS
+122.1%
+176.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | +4.6% | +12.9% | -8.3% | +0.2% |
| 6M | +1.1% | +1.2% | -0.2% | -1.4% |
| YTD | -2.0% | +9.3% | -11.3% | -7.0% |
| 1Y | +140.0% | -18.0% | +158.0% | +146.0% |
| 3Y | +144.4% | -29.0% | +173.4% | +156.1% |
| 5Y | -0.2% | -9.6% | +9.4% | -6.1% |
| 10Y | +9.1% | +6.1% | +3.1% | -12.8% |
| All | +298.2% | +122.1% | +176.1% | +140.8% |
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