+423.4%
WMT vs MOS
+11.1%
+412.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | +0.1% | +7.1% | -6.9% | -0.2% |
| 30D | -5.0% | +15.0% | -20.0% | -5.7% |
| 3M | -11.3% | +24.1% | -35.4% | -12.4% |
| 6M | -13.8% | +2.7% | -16.5% | -14.1% |
| YTD | -4.2% | +12.2% | -16.4% | -5.1% |
| 1Y | +4.6% | -16.3% | +20.8% | +5.1% |
| 3Y | +100.5% | -23.3% | +123.8% | +100.7% |
| 5Y | +129.7% | -4.2% | +133.8% | +124.3% |
| 10Y | +423.4% | +12.6% | +410.9% | +414.6% |
| All | +423.4% | +11.1% | +412.4% | +414.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling