+345.7%
WM vs MOS
+8.5%
+337.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | +4.5% | +22.5% | -18.0% | +2.3% |
| 30D | +16.1% | +6.6% | +9.4% | +15.1% |
| 3M | +8.0% | -3.8% | +11.8% | +8.1% |
| 6M | +8.4% | -2.2% | +10.6% | +8.0% |
| YTD | +11.2% | -4.8% | +16.0% | +10.6% |
| 1Y | +22.3% | -11.7% | +34.0% | +22.5% |
| 3Y | +50.2% | -26.5% | +76.8% | +51.3% |
| 5Y | +63.3% | -32.2% | +95.5% | +61.4% |
| All | +345.7% | +8.5% | +337.2% | +278.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling