-30.3%
MOS vs UUUU
-17.1%
-13.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.9% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +15.3% | -21.0% | +36.3% | +17.8% |
| 3M | +1.5% | -54.8% | +56.3% | +9.4% |
| 6M | -2.0% | -67.3% | +65.4% | +8.4% |
| YTD | -6.5% | -54.7% | +48.2% | -0.6% |
| 1Y | -11.1% | -57.4% | +46.4% | -5.2% |
| 3Y | -30.3% | -19.6% | -10.6% | -36.0% |
| All | -30.3% | -17.1% | -13.1% | -36.0% |
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