+142.9%
WFC vs MOS
+8.6%
+134.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.2% | +21.6% | -20.3% | -4.7% |
| 30D | +5.2% | +12.0% | -6.8% | +1.1% |
| 3M | -3.0% | -3.9% | +0.8% | -3.0% |
| 6M | +6.2% | -3.3% | +9.5% | +5.1% |
| YTD | -7.9% | -4.6% | -3.3% | -10.4% |
| 1Y | +0.3% | -7.0% | +7.3% | -2.0% |
| 3Y | +117.7% | -24.4% | +142.2% | +118.3% |
| 5Y | +88.4% | -32.1% | +120.5% | +79.9% |
| All | +142.9% | +8.6% | +134.3% | +56.9% |
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