+281.4%
WMB vs MOS
-3.5%
+284.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +7.8% | -2.0% | +9.8% | +8.4% |
| 30D | -5.1% | +15.3% | -20.4% | -10.4% |
| 3M | -4.7% | +1.5% | -6.2% | -6.8% |
| 6M | -7.4% | -2.0% | -5.4% | -9.3% |
| YTD | +17.5% | -6.5% | +24.0% | +14.4% |
| 1Y | +19.5% | -11.1% | +30.5% | +18.1% |
| 3Y | +121.3% | -30.3% | +151.5% | +127.8% |
| 5Y | +200.5% | -33.5% | +234.0% | +189.0% |
| All | +281.4% | -3.5% | +284.8% | +131.9% |
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 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