+653.4%
WDC vs MOS
+6.2%
+647.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.0% | +9.2% |
| 7D | -14.4% | +19.7% | -34.1% | -20.7% |
| 30D | -27.1% | +21.5% | -48.6% | -33.0% |
| 3M | -33.3% | -0.4% | -32.8% | -34.6% |
| 6M | -39.6% | +4.5% | -44.1% | -42.2% |
| YTD | +68.4% | -2.9% | +71.3% | +62.7% |
| 1Y | +78.2% | -7.7% | +85.9% | +74.4% |
| 3Y | +772.0% | -25.6% | +797.7% | +787.3% |
| 5Y | +584.9% | -31.2% | +616.1% | +559.4% |
| 10Y | +653.4% | +2.8% | +650.6% | +420.8% |
| All | +653.4% | +6.2% | +647.3% | +420.8% |
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 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