+246.2%
UPS vs MOS
+139.7%
+106.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | 0.0% | +21.6% | -21.5% | -3.2% |
| 30D | +17.3% | +12.0% | +5.4% | +14.9% |
| 3M | +6.6% | -3.9% | +10.5% | +6.8% |
| 6M | +12.0% | -3.3% | +15.3% | +11.6% |
| YTD | +14.4% | -4.6% | +19.0% | +13.4% |
| 1Y | +23.3% | -7.0% | +30.3% | +22.6% |
| 3Y | -9.6% | -24.4% | +14.8% | -8.5% |
| 5Y | -34.1% | -32.1% | -2.0% | -34.0% |
| 10Y | +49.5% | +10.3% | +39.2% | +28.8% |
| All | +246.2% | +139.7% | +106.5% | +114.2% |
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