-13.0%
USAR vs MOS
-30.1%
+17.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.7% | +6.2% |
| 7D | -1.1% | +19.7% | -20.7% | -4.8% |
| 30D | -30.3% | +21.5% | -51.8% | -33.2% |
| 3M | -54.7% | -0.4% | -54.3% | -54.7% |
| 6M | -67.5% | +4.5% | -72.0% | -67.9% |
| YTD | -26.4% | -2.9% | -23.5% | -25.6% |
| 1Y | -49.5% | -7.7% | -41.8% | -48.9% |
| 3Y | -14.5% | -25.6% | +11.2% | -16.5% |
| All | -13.0% | -30.1% | +17.1% | -15.1% |
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