+4.6%
WMT vs MOS
-15.9%
+20.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.0% |
| 7D | +0.1% | +7.1% | -6.9% | +0.2% |
| 30D | -5.0% | +15.0% | -20.0% | -4.6% |
| 3M | -11.3% | +24.1% | -35.4% | -11.1% |
| 6M | -13.8% | +2.7% | -16.5% | -12.9% |
| YTD | -4.2% | +12.2% | -16.4% | -3.8% |
| 1Y | +4.6% | -16.3% | +20.8% | +4.6% |
| All | +4.6% | -15.9% | +20.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling