+5.0%
UAL vs MOS
-17.5%
+22.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.3% |
| 7D | +0.7% | +9.5% | -8.8% | -0.7% |
| 30D | -16.1% | +10.4% | -26.5% | -17.4% |
| 3M | +6.1% | +12.9% | -6.7% | +3.3% |
| 6M | +10.8% | +1.2% | +9.6% | +7.6% |
| YTD | -0.4% | +9.3% | -9.7% | -4.2% |
| 1Y | +5.0% | -18.0% | +23.0% | +5.9% |
| All | +5.0% | -17.5% | +22.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling