-23.3%
MOS vs UUUU
+96.9%
-120.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +9.5% | -1.4% | +10.9% | +9.7% |
| 30D | +10.4% | +16.3% | -5.9% | +8.6% |
| 3M | +12.9% | -16.7% | +29.6% | +14.3% |
| 6M | +1.2% | -33.7% | +34.9% | +3.9% |
| YTD | +9.3% | -0.5% | +9.8% | +7.7% |
| 1Y | -18.0% | +28.9% | -46.8% | -22.1% |
| All | -23.3% | +96.9% | -120.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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