+248.5%
UAL vs MOS
+92.8%
+155.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.8% | -5.7% |
| 7D | +5.0% | +22.5% | -17.5% | -2.5% |
| 30D | -1.2% | +6.6% | -7.9% | -4.0% |
| 3M | -16.8% | -3.8% | -13.0% | -16.6% |
| 6M | +18.0% | -2.2% | +20.2% | +16.9% |
| YTD | -1.2% | -4.8% | +3.6% | -3.1% |
| 1Y | +14.3% | -11.7% | +26.0% | +14.5% |
| 3Y | +194.6% | -26.5% | +221.1% | +202.3% |
| 5Y | +109.6% | -32.2% | +141.8% | +105.6% |
| 10Y | +93.1% | +10.2% | +82.9% | +45.3% |
| All | +248.5% | +92.8% | +155.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling