+207.2%
UMC vs MOS
-17.5%
+224.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +5.0% | +9.5% | -4.6% | +3.2% |
| 30D | +7.7% | +10.4% | -2.8% | +5.7% |
| 3M | +1.7% | +12.9% | -11.2% | -1.3% |
| 6M | +113.9% | +1.2% | +112.7% | +109.0% |
| YTD | +168.9% | +9.3% | +159.6% | +157.6% |
| 1Y | +207.2% | -18.0% | +225.2% | +223.8% |
| All | +207.2% | -17.5% | +224.7% | +223.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling