+6,893.4%
URI vs MOS
+19.9%
+6,873.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | -2.0% | +9.5% | -11.5% | -5.3% |
| 30D | -12.9% | +10.4% | -23.4% | -16.4% |
| 3M | -6.7% | +12.9% | -19.6% | -11.9% |
| 6M | +19.0% | +1.2% | +17.8% | +15.1% |
| YTD | +25.5% | +9.3% | +16.2% | +17.5% |
| 1Y | +5.5% | -18.0% | +23.5% | +8.7% |
| 3Y | +111.3% | -29.0% | +140.3% | +121.8% |
| 5Y | +198.6% | -9.6% | +208.1% | +170.6% |
| 10Y | +1,179.9% | +6.1% | +1,173.8% | +904.2% |
| All | +6,893.4% | +19.9% | +6,873.6% | +3,796.9% |
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 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