+4,679.4%
WMB vs MOS
+122.8%
+4,556.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | -6.4% |
| 7D | -14.2% | +22.5% | -36.7% | -20.8% |
| 30D | -11.2% | +6.6% | -17.9% | -14.3% |
| 3M | -9.9% | -3.8% | -6.1% | -10.4% |
| 6M | -14.4% | -2.2% | -12.2% | -16.3% |
| YTD | +9.2% | -4.8% | +14.0% | +5.7% |
| 1Y | +15.1% | -11.7% | +26.8% | +13.8% |
| 3Y | +99.2% | -26.5% | +125.7% | +100.8% |
| 5Y | +180.2% | -32.2% | +212.5% | +173.1% |
| 10Y | +273.7% | +10.2% | +263.6% | +171.2% |
| All | +4,679.4% | +122.8% | +4,556.5% | +2,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling