+136.5%
WMT vs MOS
-28.2%
+164.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +2.0% | -2.0% | +4.0% | +2.1% |
| 30D | +10.3% | +15.3% | -5.0% | +9.5% |
| 3M | +11.0% | +1.5% | +9.5% | +10.6% |
| 6M | -2.3% | -2.0% | -0.4% | -2.6% |
| YTD | +15.7% | -6.5% | +22.2% | +15.3% |
| 1Y | +26.0% | -11.1% | +37.0% | +25.8% |
| 3Y | +136.5% | -30.3% | +166.8% | +135.6% |
| All | +136.5% | -28.2% | +164.7% | +135.6% |
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