-4.1%
MOS vs URA
-40.7%
+36.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.1% | +18.4% | +17.6% |
| 7D | +17.9% | -10.5% | +28.5% | +21.1% |
| 30D | +1.6% | -18.6% | +20.2% | +6.5% |
| 3M | -4.0% | -23.0% | +19.0% | +1.8% |
| 6M | -4.1% | -40.3% | +36.2% | +5.6% |
| All | -4.1% | -40.7% | +36.6% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling