+62.6%
UMC vs MOS
-32.4%
+94.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -17.0% | +21.6% | -38.6% | -20.5% |
| 30D | -40.6% | +12.0% | -52.6% | -42.2% |
| 3M | -27.9% | -3.9% | -24.0% | -27.8% |
| 6M | -7.5% | -3.3% | -4.1% | -7.9% |
| YTD | +79.3% | -4.6% | +84.0% | +77.2% |
| 1Y | +92.8% | -7.0% | +99.8% | +91.0% |
| 3Y | +108.2% | -24.4% | +132.6% | +110.5% |
| All | +62.6% | -32.4% | +94.9% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling