+35.3%
UBER vs MOS
-25.3%
+60.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +1.2% | +5.5% | -4.3% | +0.3% |
| 30D | -1.1% | +21.0% | -22.1% | -4.1% |
| 3M | -10.0% | -0.5% | -9.5% | -10.4% |
| 6M | -7.2% | +6.6% | -13.8% | -9.0% |
| YTD | -13.5% | -2.8% | -10.7% | -15.3% |
| 1Y | -24.5% | -8.1% | -16.4% | -25.3% |
| All | +35.3% | -25.3% | +60.6% | +32.0% |
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