+1,198.4%
UMC vs MOS
+6.2%
+1,192.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +7.2% |
| 7D | -9.2% | +19.7% | -28.8% | -12.4% |
| 30D | -35.1% | +21.5% | -56.7% | -37.7% |
| 3M | -20.5% | -0.4% | -20.0% | -21.0% |
| 6M | -1.7% | +4.5% | -6.3% | -3.6% |
| YTD | +92.8% | -2.9% | +95.7% | +90.3% |
| 1Y | +104.5% | -7.7% | +112.2% | +103.3% |
| 3Y | +129.8% | -25.6% | +155.5% | +133.4% |
| 5Y | +74.0% | -31.2% | +105.2% | +75.3% |
| 10Y | +1,198.4% | +2.8% | +1,195.6% | +1,017.0% |
| All | +1,198.4% | +6.2% | +1,192.3% | +1,017.0% |
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 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