+534.7%
WMT vs MOS
-4.2%
+538.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -1.1% |
| 30D | +12.4% | +13.5% | -1.1% | +11.6% |
| 3M | +9.0% | -2.9% | +11.9% | +9.0% |
| 6M | -3.0% | -1.0% | -2.0% | -3.3% |
| YTD | +14.0% | -7.2% | +21.2% | +13.8% |
| 1Y | +23.0% | -11.4% | +34.4% | +23.0% |
| 3Y | +135.1% | -29.0% | +164.1% | +135.9% |
| 5Y | +172.7% | -34.0% | +206.7% | +171.5% |
| All | +534.7% | -4.2% | +538.9% | +519.3% |
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