+92.6%
UAL vs MOS
+8.6%
+84.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +21.6% | -13.4% | -1.3% |
| 30D | +2.3% | +12.0% | -9.6% | -3.4% |
| 3M | -12.7% | -3.9% | -8.8% | -12.6% |
| 6M | +12.7% | -3.3% | +16.0% | +11.7% |
| YTD | +0.8% | -4.6% | +5.5% | -2.4% |
| 1Y | +17.8% | -7.0% | +24.8% | +14.5% |
| 3Y | +206.7% | -24.4% | +231.1% | +207.9% |
| 5Y | +113.9% | -32.1% | +146.0% | +93.4% |
| All | +92.6% | +8.6% | +84.0% | -0.3% |
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