+10,177.4%
WDC vs MOS
+122.8%
+10,054.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.3% | -20.6% | -18.4% |
| 7D | -32.3% | +22.5% | -54.8% | -37.2% |
| 30D | -34.9% | +6.6% | -41.5% | -37.1% |
| 3M | -48.4% | -3.8% | -44.6% | -48.9% |
| 6M | -42.4% | -2.2% | -40.2% | -43.5% |
| YTD | +55.5% | -4.8% | +60.3% | +52.0% |
| 1Y | +67.5% | -11.7% | +79.2% | +66.6% |
| 3Y | +727.3% | -26.5% | +753.8% | +745.0% |
| 5Y | +533.3% | -32.2% | +565.5% | +531.9% |
| 10Y | +627.0% | +10.2% | +616.8% | +469.7% |
| All | +10,177.4% | +122.8% | +10,054.5% | +5,131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling