+642.9%
WDC vs MOS
-3.5%
+646.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.3% |
| 7D | +12.1% | -2.0% | +14.0% | +12.8% |
| 30D | -18.8% | +15.3% | -34.1% | -24.1% |
| 3M | -39.3% | +1.5% | -40.8% | -40.9% |
| 6M | -40.1% | -2.0% | -38.2% | -41.4% |
| YTD | +71.8% | -6.5% | +78.3% | +68.0% |
| 1Y | +88.5% | -11.1% | +99.5% | +86.6% |
| 3Y | +770.0% | -30.3% | +800.2% | +805.7% |
| 5Y | +549.0% | -33.5% | +582.6% | +531.0% |
| All | +642.9% | -3.5% | +646.3% | +417.6% |
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