-6.3%
MOS vs URA
+266.3%
-272.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -2.0% | -1.5% | -0.4% | -1.4% |
| 30D | +15.3% | -10.4% | +25.7% | +20.2% |
| 3M | +1.5% | -29.6% | +31.1% | +16.7% |
| 6M | -2.0% | -40.3% | +38.3% | +19.7% |
| YTD | -6.5% | -25.5% | +19.0% | +0.4% |
| 1Y | -11.1% | -26.4% | +15.4% | -4.6% |
| 3Y | -30.3% | +31.4% | -61.7% | -49.7% |
| 5Y | -33.5% | +28.6% | -62.1% | -54.0% |
| All | -6.3% | +266.3% | -272.6% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling