+117.9%
WFC vs MOS
-1.8%
+119.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | +5.5% | -6.7% | -2.8% |
| 30D | +3.6% | +21.0% | -17.4% | -2.5% |
| 3M | -1.3% | -0.5% | -0.8% | -2.3% |
| 6M | +18.0% | +6.6% | +11.4% | +13.3% |
| YTD | -5.9% | -2.8% | -3.1% | -8.9% |
| 1Y | +1.8% | -8.1% | +9.8% | -0.1% |
| 3Y | +125.0% | -25.6% | +150.6% | +127.2% |
| 5Y | +92.0% | -29.8% | +121.7% | +81.5% |
| 10Y | +117.9% | +0.6% | +117.4% | +46.1% |
| All | +117.9% | -1.8% | +119.7% | +46.1% |
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