+134.2%
UMC vs MOS
-28.2%
+162.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +11.2% | -2.0% | +13.2% | +11.5% |
| 30D | -28.0% | +15.3% | -43.3% | -30.1% |
| 3M | -20.5% | +1.5% | -22.0% | -21.0% |
| 6M | -1.6% | -2.0% | +0.4% | -2.0% |
| YTD | +99.4% | -6.5% | +105.9% | +97.9% |
| 1Y | +120.4% | -11.1% | +131.5% | +120.5% |
| 3Y | +134.2% | -30.3% | +164.5% | +141.9% |
| All | +134.2% | -28.2% | +162.4% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling