+139.2%
UAL vs MOS
-8.7%
+147.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | +0.7% | +9.5% | -8.8% | -1.4% |
| 30D | -16.1% | +10.4% | -26.5% | -18.2% |
| 3M | +6.1% | +12.9% | -6.7% | +2.6% |
| 6M | +10.8% | +1.2% | +9.6% | +8.9% |
| YTD | -0.4% | +9.3% | -9.7% | -4.4% |
| 1Y | +5.0% | -18.0% | +23.0% | +7.7% |
| 3Y | +124.0% | -29.0% | +153.0% | +129.1% |
| All | +139.2% | -8.7% | +147.9% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling