+2,804.4%
UL vs MOS
+122.8%
+2,681.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | +5.5% | +22.5% | -17.0% | +2.9% |
| 30D | +11.4% | +6.6% | +4.7% | +10.3% |
| 3M | +6.0% | -3.8% | +9.8% | +6.1% |
| 6M | +18.0% | -2.2% | +20.2% | +17.6% |
| YTD | +6.2% | -4.8% | +11.0% | +5.6% |
| 1Y | +1.5% | -11.7% | +13.2% | +1.7% |
| 3Y | +39.8% | -26.5% | +66.3% | +40.9% |
| 5Y | +34.3% | -32.2% | +66.5% | +32.7% |
| 10Y | +102.6% | +10.2% | +92.5% | +74.7% |
| All | +2,804.4% | +122.8% | +2,681.6% | +1,717.1% |
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 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