+227.0%
UPS vs MOS
+174.8%
+52.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -2.9% | +9.5% | -12.4% | -4.3% |
| 30D | -3.5% | +10.4% | -13.9% | -5.2% |
| 3M | -5.7% | +12.9% | -18.6% | -8.0% |
| 6M | -4.4% | +1.2% | -5.6% | -5.6% |
| YTD | +8.0% | +9.3% | -1.3% | +5.1% |
| 1Y | +29.0% | -18.0% | +47.0% | +31.1% |
| 3Y | -27.7% | -29.0% | +1.3% | -26.0% |
| 5Y | -34.3% | -9.6% | -24.8% | -37.2% |
| 10Y | +37.8% | +6.1% | +31.7% | +19.6% |
| All | +227.0% | +174.8% | +52.2% | +98.6% |
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