+206.7%
UAL vs MOS
-26.6%
+233.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +21.6% | -13.4% | +3.6% |
| 30D | +2.3% | +12.0% | -9.6% | -0.5% |
| 3M | -12.7% | -3.9% | -8.8% | -12.7% |
| 6M | +12.7% | -3.3% | +16.0% | +11.9% |
| YTD | +0.8% | -4.6% | +5.5% | -1.2% |
| 1Y | +17.8% | -7.0% | +24.8% | +15.6% |
| 3Y | +206.7% | -24.4% | +231.1% | +191.7% |
| All | +206.7% | -26.6% | +233.3% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling