-19.0%
USAR vs MOS
-32.7%
+13.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | -20.9% | +15.3% | -36.2% | -23.5% |
| 3M | -56.2% | +1.5% | -57.6% | -56.3% |
| 6M | -67.9% | -2.0% | -65.9% | -67.9% |
| YTD | -31.4% | -6.5% | -24.9% | -30.2% |
| 1Y | -45.1% | -11.1% | -34.0% | -44.0% |
| 3Y | -20.3% | -30.3% | +9.9% | -21.7% |
| All | -19.0% | -32.7% | +13.8% | -20.4% |
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