+26.1%
UPS vs MOS
-7.3%
+33.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.6% | +5.5% | -7.1% | -2.2% |
| 30D | +17.9% | +21.0% | -3.0% | +15.0% |
| 3M | +9.4% | -0.5% | +9.9% | +8.4% |
| 6M | +16.2% | +6.6% | +9.6% | +13.7% |
| YTD | +18.8% | -2.8% | +21.5% | +16.1% |
| 1Y | +26.1% | -8.1% | +34.2% | +24.3% |
| All | +26.1% | -7.3% | +33.4% | +24.3% |
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