+203.4%
URI vs MOS
-8.7%
+212.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -2.0% | +9.5% | -11.5% | -4.6% |
| 30D | -12.9% | +10.4% | -23.4% | -15.6% |
| 3M | -6.7% | +12.9% | -19.6% | -10.8% |
| 6M | +19.0% | +1.2% | +17.8% | +16.0% |
| YTD | +25.5% | +9.3% | +16.2% | +18.8% |
| 1Y | +5.5% | -18.0% | +23.5% | +8.9% |
| 3Y | +111.3% | -29.0% | +140.3% | +121.3% |
| All | +203.4% | -8.7% | +212.1% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling