+264.5%
WMB vs MOS
+8.6%
+255.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -13.8% | +21.6% | -35.4% | -19.9% |
| 30D | -10.3% | +12.0% | -22.3% | -14.5% |
| 3M | -10.1% | -3.9% | -6.2% | -10.4% |
| 6M | -11.8% | -3.3% | -8.5% | -13.2% |
| YTD | +8.9% | -4.6% | +13.6% | +5.5% |
| 1Y | +14.0% | -7.0% | +20.9% | +11.0% |
| 3Y | +100.5% | -24.4% | +125.0% | +100.4% |
| 5Y | +179.5% | -32.1% | +211.6% | +167.1% |
| All | +264.5% | +8.6% | +255.8% | +111.8% |
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