+103.9%
UMC vs MOS
-8.6%
+112.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +7.3% |
| 7D | -9.2% | +19.7% | -28.8% | -11.1% |
| 30D | -35.1% | +21.5% | -56.7% | -36.7% |
| 3M | -20.5% | -0.4% | -20.0% | -19.9% |
| 6M | -1.7% | +4.5% | -6.3% | -2.5% |
| YTD | +92.8% | -2.9% | +95.7% | +95.4% |
| All | +103.9% | -8.6% | +112.6% | +107.6% |
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 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