+28,817.6%
WM vs MOS
+115.8%
+28,701.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +17.4% | -15.7% | -0.6% |
| 7D | +5.9% | +17.9% | -12.0% | +3.5% |
| 30D | +15.4% | +1.6% | +13.9% | +14.9% |
| 3M | +6.3% | -4.0% | +10.3% | +6.4% |
| 6M | +5.6% | -4.1% | +9.7% | +5.3% |
| YTD | +9.9% | -7.8% | +17.7% | +9.6% |
| 1Y | +20.8% | -15.6% | +36.4% | +21.6% |
| 3Y | +48.5% | -28.9% | +77.4% | +50.3% |
| 5Y | +60.6% | -36.8% | +97.4% | +60.3% |
| 10Y | +349.8% | +6.7% | +343.1% | +287.2% |
| All | +28,817.6% | +115.8% | +28,701.9% | +16,176.6% |
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 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