+23.7%
WMT vs MOS
-8.6%
+32.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -1.6% | +19.7% | -21.2% | -1.9% |
| 30D | +12.9% | +21.5% | -8.7% | +12.6% |
| 3M | +12.6% | -0.4% | +13.0% | +12.2% |
| 6M | -3.4% | +4.5% | -8.0% | -3.8% |
| YTD | +13.5% | -2.9% | +16.4% | +12.8% |
| All | +23.7% | -8.6% | +32.4% | +22.6% |
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