+113.2%
WDC vs MOS
-16.2%
+129.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +17.4% | -24.1% | -8.0% |
| 7D | -18.3% | +17.9% | -36.3% | -19.5% |
| 30D | -26.7% | +1.6% | -28.2% | -26.0% |
| 3M | -40.9% | -4.0% | -37.0% | -39.9% |
| 6M | -26.8% | -4.1% | -22.6% | -26.0% |
| YTD | +88.2% | -7.8% | +96.0% | +92.3% |
| 1Y | +113.2% | -15.6% | +128.8% | +116.8% |
| All | +113.2% | -16.2% | +129.4% | +116.8% |
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 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