+1,340.7%
URI vs MOS
+8.6%
+1,332.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -9.8% | +21.6% | -31.4% | -17.8% |
| 30D | +1.7% | +12.0% | -10.2% | -4.4% |
| 3M | -9.1% | -3.9% | -5.2% | -9.7% |
| 6M | +9.9% | -3.3% | +13.2% | +7.4% |
| YTD | +31.2% | -4.6% | +35.9% | +25.7% |
| 1Y | +25.9% | -7.0% | +32.9% | +21.3% |
| 3Y | +147.4% | -24.4% | +171.8% | +148.4% |
| 5Y | +179.7% | -32.1% | +211.9% | +166.8% |
| All | +1,340.7% | +8.6% | +1,332.0% | +797.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling