+103.9%
UL vs MOS
-1.8%
+105.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -1.7% | +5.5% | -7.2% | -2.1% |
| 30D | +4.5% | +21.0% | -16.5% | +3.0% |
| 3M | +5.5% | -0.5% | +5.9% | +5.3% |
| 6M | +17.0% | +6.6% | +10.4% | +16.1% |
| YTD | +3.2% | -2.8% | +6.0% | +2.7% |
| 1Y | -1.9% | -8.1% | +6.2% | -2.0% |
| 3Y | +33.6% | -25.6% | +59.1% | +34.0% |
| 5Y | +31.5% | -29.8% | +61.3% | +29.7% |
| 10Y | +103.9% | +0.6% | +103.4% | +81.1% |
| All | +103.9% | -1.8% | +105.7% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling