+129.1%
UMC vs MOS
+122.2%
+6.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -17.0% | +21.6% | -38.6% | -22.2% |
| 30D | -40.6% | +12.0% | -52.6% | -43.1% |
| 3M | -27.9% | -3.9% | -24.0% | -28.1% |
| 6M | -7.5% | -3.3% | -4.1% | -8.4% |
| YTD | +79.3% | -4.6% | +84.0% | +75.9% |
| 1Y | +92.8% | -7.0% | +99.8% | +89.7% |
| 3Y | +108.2% | -24.4% | +132.6% | +110.5% |
| 5Y | +68.4% | -32.1% | +100.6% | +66.2% |
| 10Y | +1,107.7% | +10.3% | +1,097.4% | +758.4% |
| All | +129.1% | +122.2% | +6.9% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling