-24.4%
MOS vs UUUU
-18.4%
-6.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +21.6% | -13.6% | +35.2% | +23.3% |
| 30D | +12.0% | -35.1% | +47.1% | +16.8% |
| 3M | -3.9% | -48.4% | +44.5% | +2.3% |
| 6M | -3.3% | -71.7% | +68.4% | +8.3% |
| YTD | -4.6% | -54.2% | +49.5% | +1.4% |
| 1Y | -7.0% | -56.0% | +49.0% | -1.0% |
| 3Y | -24.4% | -13.1% | -11.4% | -29.5% |
| All | -24.4% | -18.4% | -6.0% | -29.5% |
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