+32.9%
MOS vs UUUU
-92.0%
+124.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +12.9% | -16.7% | +29.6% | +14.8% |
| 6M | +1.2% | -33.7% | +34.9% | +5.1% |
| YTD | +9.3% | -0.5% | +9.8% | +6.4% |
| 1Y | -18.0% | +28.9% | -46.8% | -24.4% |
| 3Y | -29.0% | +99.9% | -128.9% | -41.3% |
| 5Y | -9.6% | +135.3% | -144.9% | -29.5% |
| 10Y | +6.1% | +518.4% | -512.3% | -33.8% |
| All | +32.9% | -92.0% | +124.9% | -14.3% |
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 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