+92.7%
WFC vs MOS
-30.3%
+123.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.9% | +24.8% | -23.9% | -3.1% |
| 30D | +3.3% | +22.7% | -19.4% | -0.6% |
| 3M | -1.4% | -1.2% | -0.2% | -1.7% |
| 6M | +14.7% | +5.5% | +9.2% | +12.3% |
| YTD | -5.9% | -2.0% | -4.0% | -8.0% |
| 1Y | +1.8% | -7.9% | +9.8% | +0.8% |
| 3Y | +124.9% | -25.0% | +149.9% | +126.8% |
| 5Y | +92.7% | -27.7% | +120.5% | +59.3% |
| All | +92.7% | -30.3% | +123.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling