-25.0%
MOS vs URA
+41.9%
-66.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.3% |
| 7D | +24.8% | +0.3% | +24.5% | +24.6% |
| 30D | +22.7% | -14.8% | +37.5% | +26.5% |
| 3M | -1.2% | -25.3% | +24.1% | +4.4% |
| 6M | +5.5% | -39.9% | +45.5% | +15.8% |
| YTD | -2.0% | -22.4% | +20.5% | +1.7% |
| 1Y | -7.9% | -29.0% | +21.0% | -3.2% |
| 3Y | -25.0% | +41.0% | -65.9% | -32.0% |
| All | -25.0% | +41.9% | -66.8% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling