-26.3%
USAR vs MOS
-31.5%
+5.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.3% | -12.8% | -10.1% |
| 7D | -29.5% | +22.5% | -52.0% | -32.7% |
| 30D | -46.0% | +6.6% | -52.6% | -46.9% |
| 3M | -56.8% | -3.8% | -53.0% | -56.5% |
| 6M | -72.9% | -2.2% | -70.7% | -72.9% |
| YTD | -37.6% | -4.8% | -32.9% | -36.7% |
| 1Y | -56.0% | -11.7% | -44.3% | -55.3% |
| 3Y | -27.5% | -26.5% | -1.0% | -29.0% |
| All | -26.3% | -31.5% | +5.2% | -27.9% |
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