+195.2%
WELL vs MOS
-26.7%
+222.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.1% |
| 7D | +5.3% | +22.5% | -17.2% | +4.5% |
| 30D | +8.7% | +6.6% | +2.1% | +8.4% |
| 3M | +3.8% | -3.8% | +7.6% | +3.9% |
| 6M | +15.4% | -2.2% | +17.6% | +15.3% |
| YTD | +33.7% | -4.8% | +38.4% | +33.5% |
| 1Y | +33.6% | -11.7% | +45.4% | +33.9% |
| All | +195.2% | -26.7% | +222.0% | +203.6% |
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 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