+251.3%
UAL vs MOS
+121.3%
+130.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | +0.7% | +9.5% | -8.8% | -2.6% |
| 30D | -16.1% | +10.4% | -26.5% | -19.3% |
| 3M | +6.1% | +12.9% | -6.7% | +0.7% |
| 6M | +10.8% | +1.2% | +9.6% | +8.0% |
| YTD | -0.4% | +9.3% | -9.7% | -6.3% |
| 1Y | +5.0% | -18.0% | +23.0% | +8.6% |
| 3Y | +124.0% | -29.0% | +153.0% | +134.0% |
| 5Y | +141.0% | -9.6% | +150.6% | +112.9% |
| 10Y | +118.0% | +6.1% | +111.9% | +65.3% |
| All | +251.3% | +121.3% | +130.0% | +36.2% |
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