-9.6%
MOS vs UUUU
+126.1%
-135.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +9.5% | -1.4% | +10.9% | +9.8% |
| 30D | +10.4% | +16.3% | -5.9% | +7.3% |
| 3M | +12.9% | -16.7% | +29.6% | +15.2% |
| 6M | +1.2% | -33.7% | +34.9% | +6.0% |
| YTD | +9.3% | -0.5% | +9.8% | +5.1% |
| 1Y | -18.0% | +28.9% | -46.8% | -27.2% |
| 3Y | -29.0% | +99.9% | -128.9% | -46.9% |
| All | -9.6% | +126.1% | -135.7% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling