-9.6%
MOS vs URA
+128.0%
-137.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +9.5% | +1.1% | +8.5% | +9.1% |
| 30D | +10.4% | +7.4% | +3.0% | +7.7% |
| 3M | +12.9% | -8.4% | +21.3% | +15.1% |
| 6M | +1.2% | -12.7% | +14.0% | +3.8% |
| YTD | +9.3% | +7.8% | +1.5% | +3.7% |
| 1Y | -18.0% | +19.5% | -37.4% | -26.4% |
| 3Y | -29.0% | +116.4% | -145.4% | -52.8% |
| All | -9.6% | +128.0% | -137.6% | -42.4% |
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