+135.7%
WMT vs MOS
-26.6%
+162.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | +1.6% | +21.6% | -20.0% | +0.8% |
| 30D | +16.1% | +12.0% | +4.1% | +15.4% |
| 3M | +12.3% | -3.9% | +16.2% | +12.2% |
| 6M | -3.1% | -3.3% | +0.2% | -3.2% |
| YTD | +13.4% | -4.6% | +18.0% | +12.9% |
| 1Y | +24.5% | -7.0% | +31.5% | +24.1% |
| 3Y | +135.7% | -24.4% | +160.1% | +131.6% |
| All | +135.7% | -26.6% | +162.3% | +131.6% |
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 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