+15.9%
MOS vs UUUU
-96.3%
+112.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +21.6% | -13.6% | +35.2% | +23.7% |
| 30D | +12.0% | -35.1% | +47.1% | +18.1% |
| 3M | -3.9% | -48.4% | +44.5% | +4.0% |
| 6M | -3.3% | -71.7% | +68.4% | +12.2% |
| YTD | -4.6% | -54.2% | +49.5% | +2.2% |
| 1Y | -7.0% | -56.0% | +49.0% | -0.4% |
| 3Y | -24.4% | -13.1% | -11.4% | -30.4% |
| 5Y | -32.1% | -35.2% | +3.1% | -37.4% |
| 10Y | +10.3% | +404.5% | -394.2% | -28.0% |
| All | +15.9% | -96.3% | +112.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling