+322.9%
WMB vs MOS
+5.8%
+317.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.6% | +9.5% | -9.0% | -2.4% |
| 30D | +3.3% | +10.4% | -7.2% | -0.4% |
| 3M | +3.1% | +12.9% | -9.8% | -2.0% |
| 6M | -0.7% | +1.2% | -1.9% | -3.7% |
| YTD | +25.2% | +9.3% | +15.9% | +17.4% |
| 1Y | +32.9% | -18.0% | +50.8% | +36.8% |
| 3Y | +140.6% | -29.0% | +169.6% | +150.2% |
| 5Y | +273.5% | -9.6% | +283.0% | +222.3% |
| All | +322.9% | +5.8% | +317.1% | +160.2% |
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