+118.2%
WFC vs MOS
+3.2%
+115.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.9% | +24.8% | -23.9% | -5.8% |
| 30D | +3.3% | +22.7% | -19.4% | -3.2% |
| 3M | -1.4% | -1.2% | -0.2% | -2.2% |
| 6M | +14.7% | +5.5% | +9.2% | +10.6% |
| YTD | -5.9% | -2.0% | -4.0% | -9.2% |
| 1Y | +1.8% | -7.9% | +9.8% | 0.0% |
| 3Y | +124.9% | -25.0% | +149.9% | +126.5% |
| 5Y | +92.7% | -27.7% | +120.5% | +80.5% |
| 10Y | +118.2% | -1.6% | +119.8% | +48.6% |
| All | +118.2% | +3.2% | +115.0% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling