+227.0%
WELL vs MOS
-31.6%
+258.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.3% |
| 7D | +5.3% | +22.5% | -17.2% | +3.1% |
| 30D | +8.7% | +6.6% | +2.1% | +7.9% |
| 3M | +3.8% | -3.8% | +7.6% | +3.9% |
| 6M | +15.4% | -2.2% | +17.6% | +15.0% |
| YTD | +33.7% | -4.8% | +38.4% | +32.8% |
| 1Y | +33.6% | -11.7% | +45.4% | +33.8% |
| 3Y | +194.2% | -26.5% | +220.7% | +197.2% |
| 5Y | +227.0% | -32.2% | +259.2% | +217.4% |
| All | +227.0% | -31.6% | +258.6% | +217.4% |
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