+660.4%
WDC vs MOS
+3.2%
+657.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -16.7% | +24.8% | -41.6% | -23.9% |
| 30D | -27.2% | +22.7% | -49.9% | -33.4% |
| 3M | -34.0% | -1.2% | -32.8% | -35.1% |
| 6M | -39.7% | +5.5% | -45.3% | -42.5% |
| YTD | +68.1% | -2.0% | +70.0% | +61.8% |
| 1Y | +66.3% | -7.9% | +74.2% | +62.9% |
| 3Y | +754.4% | -25.0% | +779.4% | +766.6% |
| 5Y | +595.8% | -27.7% | +623.5% | +556.2% |
| 10Y | +660.4% | -1.6% | +662.0% | +426.3% |
| All | +660.4% | +3.2% | +657.2% | +426.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling