-32.2%
MOS vs URA
+27.0%
-59.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.5% | +4.9% |
| 7D | +22.5% | -13.3% | +35.8% | +27.8% |
| 30D | +6.6% | -25.9% | +32.5% | +16.8% |
| 3M | -3.8% | -27.8% | +24.0% | +5.8% |
| 6M | -2.2% | -42.8% | +40.6% | +14.9% |
| YTD | -4.8% | -27.5% | +22.7% | +1.7% |
| 1Y | -11.7% | -35.1% | +23.4% | -2.5% |
| 3Y | -26.5% | +31.1% | -57.6% | -43.3% |
| 5Y | -32.2% | +29.8% | -62.0% | -50.5% |
| All | -32.2% | +27.0% | -59.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling