+1,772.2%
UMC vs MOS
+11.1%
+1,761.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.4% | +4.6% |
| 7D | +6.6% | +7.1% | -0.5% | +5.3% |
| 30D | +16.6% | +15.0% | +1.5% | +13.4% |
| 3M | +11.0% | +24.1% | -13.1% | +6.2% |
| 6M | +131.3% | +2.7% | +128.6% | +127.9% |
| YTD | +182.5% | +12.2% | +170.3% | +173.2% |
| 1Y | +222.3% | -16.3% | +238.6% | +227.9% |
| 3Y | +253.0% | -23.3% | +276.3% | +257.7% |
| 5Y | +141.8% | -4.2% | +146.0% | +130.4% |
| 10Y | +1,772.2% | +12.6% | +1,759.6% | +1,516.2% |
| All | +1,772.2% | +11.1% | +1,761.1% | +1,516.2% |
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