+266.3%
WMB vs MOS
+3.2%
+263.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.2% |
| 7D | -6.9% | +24.8% | -31.7% | -14.1% |
| 30D | -7.2% | +22.7% | -29.8% | -14.0% |
| 3M | -5.4% | -1.2% | -4.2% | -6.6% |
| 6M | -4.9% | +5.5% | -10.4% | -9.0% |
| YTD | +14.7% | -2.0% | +16.7% | +10.2% |
| 1Y | +14.7% | -7.9% | +22.7% | +12.3% |
| 3Y | +116.4% | -25.0% | +141.3% | +117.5% |
| 5Y | +198.5% | -27.7% | +226.3% | +178.7% |
| 10Y | +266.3% | -1.6% | +267.8% | +118.6% |
| All | +266.3% | +3.2% | +263.1% | +118.6% |
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