+144.6%
URI vs MOS
-26.7%
+171.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.3% | -10.4% | -7.7% |
| 7D | -12.9% | +22.5% | -35.4% | -16.3% |
| 30D | -3.4% | +6.6% | -10.0% | -4.6% |
| 3M | -10.0% | -3.8% | -6.2% | -9.6% |
| 6M | +12.2% | -2.2% | +14.4% | +11.6% |
| YTD | +29.8% | -4.8% | +34.5% | +27.4% |
| 1Y | +24.6% | -11.7% | +36.3% | +24.6% |
| All | +144.6% | -26.7% | +171.3% | +143.9% |
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