+1,324.6%
URI vs MOS
+8.5%
+1,316.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.3% | -10.4% | -8.5% |
| 7D | -12.9% | +22.5% | -35.4% | -21.0% |
| 30D | -3.4% | +6.6% | -10.0% | -7.3% |
| 3M | -10.0% | -3.8% | -6.2% | -10.7% |
| 6M | +12.2% | -2.2% | +14.4% | +9.2% |
| YTD | +29.8% | -4.8% | +34.5% | +24.4% |
| 1Y | +24.6% | -11.7% | +36.3% | +22.8% |
| 3Y | +137.6% | -26.5% | +164.1% | +141.8% |
| 5Y | +176.6% | -32.2% | +208.8% | +164.0% |
| All | +1,324.6% | +8.5% | +1,316.1% | +788.3% |
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 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