+1,381.3%
WDC vs MOS
+5.8%
+1,375.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.4% |
| 7D | +1.7% | +9.5% | -7.8% | -1.6% |
| 30D | -10.0% | +10.4% | -20.4% | -13.6% |
| 3M | -18.8% | +12.9% | -31.6% | -23.0% |
| 6M | +79.0% | +1.2% | +77.8% | +74.5% |
| YTD | +171.6% | +9.3% | +162.2% | +155.5% |
| 1Y | +417.4% | -18.0% | +435.4% | +434.6% |
| 3Y | +1,251.8% | -29.0% | +1,280.8% | +1,320.2% |
| 5Y | +911.7% | -9.6% | +921.3% | +781.7% |
| All | +1,381.3% | +5.8% | +1,375.5% | +956.7% |
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