+47.5%
WM vs MOS
-29.0%
+76.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +17.4% | -15.7% | +0.9% |
| 7D | +5.9% | +17.9% | -12.0% | +5.2% |
| 30D | +15.4% | +1.6% | +13.9% | +15.2% |
| 3M | +6.3% | -4.0% | +10.3% | +6.4% |
| 6M | +5.6% | -4.1% | +9.7% | +5.6% |
| YTD | +9.9% | -7.8% | +17.7% | +10.1% |
| 1Y | +20.8% | -15.6% | +36.4% | +21.4% |
| All | +47.5% | -29.0% | +76.6% | +47.9% |
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