+62.7%
UBER vs MOS
-29.5%
+92.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -3.9% | +9.5% | -13.4% | -5.3% |
| 30D | +11.1% | +10.4% | +0.7% | +9.3% |
| 3M | +4.9% | +12.9% | -8.0% | +2.5% |
| 6M | -1.2% | +1.2% | -2.4% | -2.3% |
| YTD | -7.3% | +9.3% | -16.6% | -10.4% |
| 1Y | -17.6% | -18.0% | +0.3% | -15.8% |
| All | +62.7% | -29.5% | +92.2% | +63.5% |
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