+595.8%
WDC vs MOS
-30.3%
+626.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -16.7% | +24.8% | -41.6% | -21.6% |
| 30D | -27.2% | +22.7% | -49.9% | -31.4% |
| 3M | -34.0% | -1.2% | -32.8% | -34.4% |
| 6M | -39.7% | +5.5% | -45.3% | -41.4% |
| YTD | +68.1% | -2.0% | +70.0% | +64.3% |
| 1Y | +66.3% | -7.9% | +74.2% | +64.8% |
| 3Y | +754.4% | -25.0% | +779.4% | +767.4% |
| 5Y | +595.8% | -27.7% | +623.5% | +512.2% |
| All | +595.8% | -30.3% | +626.1% | +512.2% |
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