+73.7%
UAL vs MOS
-3.5%
+77.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.1% |
| 7D | -3.0% | -2.0% | -1.1% | -2.1% |
| 30D | +10.5% | +15.3% | -4.8% | +3.1% |
| 3M | -13.5% | +1.5% | -15.0% | -15.3% |
| 6M | +14.2% | -2.0% | +16.2% | +12.7% |
| YTD | -2.2% | -6.5% | +4.3% | -4.4% |
| 1Y | +12.5% | -11.1% | +23.5% | +11.8% |
| 3Y | +186.8% | -30.3% | +217.1% | +200.2% |
| 5Y | +119.4% | -33.5% | +152.9% | +100.4% |
| All | +73.7% | -3.5% | +77.1% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling