+180.2%
WMB vs MOS
-31.6%
+211.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | -5.9% |
| 7D | -14.2% | +22.5% | -36.7% | -17.7% |
| 30D | -11.2% | +6.6% | -17.9% | -12.6% |
| 3M | -9.9% | -3.8% | -6.1% | -9.7% |
| 6M | -14.4% | -2.2% | -12.2% | -14.9% |
| YTD | +9.2% | -4.8% | +14.0% | +7.6% |
| 1Y | +15.1% | -11.7% | +26.8% | +15.1% |
| 3Y | +99.2% | -26.5% | +125.7% | +102.7% |
| 5Y | +180.2% | -32.2% | +212.5% | +166.5% |
| All | +180.2% | -31.6% | +211.8% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling