+0.3%
WFC vs MOS
-11.3%
+11.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.2% | +21.6% | -20.3% | +1.0% |
| 30D | +5.2% | +12.0% | -6.8% | +4.9% |
| 3M | -3.0% | -3.9% | +0.8% | -3.3% |
| 6M | +6.2% | -3.3% | +9.5% | +5.7% |
| YTD | -7.9% | -4.6% | -3.3% | -10.1% |
| 1Y | +0.3% | -7.0% | +7.3% | -2.2% |
| All | +0.3% | -11.3% | +11.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling