-21.4%
USAR vs MOS
-29.5%
+8.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -9.8% |
| 7D | -9.1% | +24.8% | -33.9% | -13.3% |
| 30D | -36.9% | +22.7% | -59.6% | -39.7% |
| 3M | -58.4% | -1.2% | -57.2% | -58.4% |
| 6M | -70.6% | +5.5% | -76.2% | -71.0% |
| YTD | -33.4% | -2.0% | -31.5% | -32.8% |
| 1Y | -54.0% | -7.9% | -46.1% | -53.5% |
| 3Y | -22.7% | -25.0% | +2.3% | -24.6% |
| All | -21.4% | -29.5% | +8.1% | -23.4% |
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