+116.4%
WFC vs MOS
-26.6%
+143.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.6% | +21.6% | -20.9% | -1.4% |
| 30D | +4.6% | +12.0% | -7.4% | +3.2% |
| 3M | -3.6% | -3.9% | +0.3% | -3.5% |
| 6M | +5.6% | -3.3% | +8.9% | +5.4% |
| YTD | -8.5% | -4.6% | -3.8% | -9.9% |
| 1Y | -0.3% | -7.0% | +6.7% | -1.6% |
| 3Y | +116.4% | -24.4% | +140.9% | +117.1% |
| All | +116.4% | -26.6% | +143.1% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling