+107.0%
WMT vs MOS
-29.5%
+136.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | +3.9% | +9.5% | -5.6% | +3.6% |
| 30D | -4.4% | +10.4% | -14.8% | -4.7% |
| 3M | -8.8% | +12.9% | -21.7% | -9.2% |
| 6M | -15.6% | +1.2% | -16.9% | -15.6% |
| YTD | -3.2% | +9.3% | -12.5% | -3.8% |
| 1Y | +7.0% | -18.0% | +25.0% | +8.1% |
| All | +107.0% | -29.5% | +136.4% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling