+1,304.8%
UMC vs MOS
-4.2%
+1,309.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.2% |
| 7D | +17.8% | -2.6% | +20.3% | +18.3% |
| 30D | -29.6% | +13.5% | -43.1% | -31.6% |
| 3M | -18.4% | -2.9% | -15.5% | -18.5% |
| 6M | -0.1% | -1.0% | +0.9% | -1.0% |
| YTD | +104.0% | -7.2% | +111.2% | +103.0% |
| 1Y | +121.5% | -11.4% | +132.9% | +121.8% |
| 3Y | +135.0% | -29.0% | +164.0% | +140.6% |
| 5Y | +83.0% | -34.0% | +117.0% | +85.7% |
| All | +1,304.8% | -4.2% | +1,309.0% | +1,126.6% |
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