+8,126.2%
WFC vs MOS
+122.8%
+8,003.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.8% |
| 7D | 0.0% | +22.5% | -22.5% | -5.0% |
| 30D | +4.0% | +6.6% | -2.6% | +1.9% |
| 3M | -4.4% | -3.8% | -0.5% | -4.4% |
| 6M | +7.4% | -2.2% | +9.6% | +6.2% |
| YTD | -7.5% | -4.8% | -2.7% | -9.3% |
| 1Y | -0.3% | -11.7% | +11.4% | -0.7% |
| 3Y | +117.2% | -26.5% | +143.7% | +120.1% |
| 5Y | +89.2% | -32.2% | +121.4% | +87.8% |
| 10Y | +148.3% | +10.2% | +138.2% | +103.5% |
| All | +8,126.2% | +122.8% | +8,003.3% | +4,848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling