+132.9%
WFC vs MOS
-29.5%
+162.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +3.8% | +9.5% | -5.8% | +2.7% |
| 30D | +1.5% | +10.4% | -8.9% | +0.3% |
| 3M | +10.9% | +12.9% | -2.0% | +9.0% |
| 6M | +8.4% | +1.2% | +7.2% | +7.3% |
| YTD | -1.9% | +9.3% | -11.2% | -4.8% |
| 1Y | +12.3% | -18.0% | +30.3% | +14.8% |
| All | +132.9% | -29.5% | +162.4% | +146.2% |
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 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