-51.1%
MOS vs URA
-31.1%
-20.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +9.5% | +1.1% | +8.5% | +8.9% |
| 30D | +10.4% | +7.4% | +3.0% | +6.5% |
| 3M | +12.9% | -8.4% | +21.3% | +15.9% |
| 6M | +1.2% | -12.7% | +14.0% | +4.6% |
| YTD | +9.3% | +7.8% | +1.5% | +1.1% |
| 1Y | -18.0% | +19.5% | -37.4% | -29.7% |
| 3Y | -29.0% | +116.4% | -145.4% | -58.2% |
| 5Y | -9.6% | +134.3% | -143.9% | -52.2% |
| 10Y | +6.1% | +359.3% | -353.2% | -63.2% |
| All | -51.1% | -31.1% | -20.0% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling