+528.7%
WDC vs MOS
-32.4%
+561.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -28.0% | +21.6% | -49.5% | -31.9% |
| 30D | -34.9% | +12.0% | -46.9% | -37.3% |
| 3M | -41.6% | -3.9% | -37.7% | -41.5% |
| 6M | -45.4% | -3.3% | -42.1% | -45.7% |
| YTD | +53.3% | -4.6% | +57.9% | +50.8% |
| 1Y | +61.5% | -7.0% | +68.5% | +59.3% |
| 3Y | +712.3% | -24.4% | +736.8% | +720.8% |
| All | +528.7% | -32.4% | +561.1% | +476.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling