+3.9%
WFC vs MOS
-11.3%
+15.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | +7.0% | +15.3% | -8.3% | +6.7% |
| 3M | -1.8% | +1.5% | -3.3% | -1.9% |
| 6M | +18.4% | -2.0% | +20.4% | +18.0% |
| YTD | -5.6% | -6.5% | +0.9% | -7.9% |
| 1Y | +3.9% | -11.1% | +14.9% | +1.9% |
| All | +3.9% | -11.3% | +15.2% | +1.9% |
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 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