+26,336.4%
WM vs MOS
+155.8%
+26,180.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.3% | +9.5% | -9.8% | -1.5% |
| 30D | -2.4% | +10.4% | -12.8% | -3.7% |
| 3M | +0.4% | +12.9% | -12.5% | -1.6% |
| 6M | -9.5% | +1.2% | -10.7% | -10.4% |
| YTD | +0.5% | +9.3% | -8.8% | -1.7% |
| 1Y | -1.1% | -18.0% | +16.9% | +0.1% |
| 3Y | +46.0% | -29.0% | +75.1% | +48.1% |
| 5Y | +51.8% | -9.6% | +61.4% | +44.6% |
| 10Y | +307.5% | +6.1% | +301.5% | +252.5% |
| All | +26,336.4% | +155.8% | +26,180.6% | +14,505.9% |
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 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