+770.0%
WDC vs MOS
-28.2%
+798.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.1% |
| 7D | +12.1% | -2.0% | +14.0% | +12.4% |
| 30D | -18.8% | +15.3% | -34.1% | -21.4% |
| 3M | -39.3% | +1.5% | -40.8% | -39.6% |
| 6M | -40.1% | -2.0% | -38.2% | -40.3% |
| YTD | +71.8% | -6.5% | +78.3% | +70.5% |
| 1Y | +88.5% | -11.1% | +99.5% | +88.7% |
| 3Y | +770.0% | -30.3% | +800.2% | +788.5% |
| All | +770.0% | -28.2% | +798.2% | +788.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling