+74.9%
USAR vs MOS
-21.3%
+96.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -2.1% | +9.5% | -11.6% | -3.9% |
| 30D | +2.6% | +10.4% | -7.8% | +0.6% |
| 3M | -35.0% | +12.9% | -47.9% | -36.7% |
| 6M | -6.9% | +1.2% | -8.1% | -8.1% |
| YTD | +48.0% | +9.3% | +38.7% | +46.4% |
| 1Y | +24.8% | -18.0% | +42.8% | +22.6% |
| 3Y | +73.2% | -29.0% | +102.3% | +65.6% |
| All | +74.9% | -21.3% | +96.2% | +66.9% |
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