+18,665.9%
WELL vs MOS
+155.8%
+18,510.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -0.8% | +9.5% | -10.3% | -2.3% |
| 30D | -0.1% | +10.4% | -10.5% | -1.9% |
| 3M | +18.0% | +12.9% | +5.1% | +15.0% |
| 6M | +15.0% | +1.2% | +13.8% | +13.5% |
| YTD | +28.6% | +9.3% | +19.3% | +24.8% |
| 1Y | +42.9% | -18.0% | +60.9% | +45.0% |
| 3Y | +203.0% | -29.0% | +232.0% | +208.5% |
| 5Y | +206.9% | -9.6% | +216.5% | +189.1% |
| 10Y | +339.5% | +6.1% | +333.4% | +269.2% |
| All | +18,665.9% | +155.8% | +18,510.1% | +12,557.2% |
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 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