+222.3%
UMC vs MOS
-15.9%
+238.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.4% | +4.6% |
| 7D | +6.6% | +7.1% | -0.5% | +5.2% |
| 30D | +16.6% | +15.0% | +1.5% | +13.5% |
| 3M | +11.0% | +24.1% | -13.1% | +5.7% |
| 6M | +131.3% | +2.7% | +128.6% | +125.4% |
| YTD | +182.5% | +12.2% | +170.3% | +169.4% |
| 1Y | +222.3% | -16.3% | +238.6% | +237.7% |
| All | +222.3% | -15.9% | +238.2% | +237.7% |
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