-9.6%
UPS vs MOS
-26.6%
+17.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | 0.0% | +21.6% | -21.5% | -3.3% |
| 30D | +17.3% | +12.0% | +5.4% | +14.8% |
| 3M | +6.6% | -3.9% | +10.5% | +6.6% |
| 6M | +12.0% | -3.3% | +15.3% | +11.3% |
| YTD | +14.4% | -4.6% | +19.0% | +12.5% |
| 1Y | +23.3% | -7.0% | +30.3% | +21.6% |
| 3Y | -9.6% | -24.4% | +14.8% | -9.4% |
| All | -9.6% | -26.6% | +17.0% | -9.4% |
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