+108.7%
USB vs MOS
+5.8%
+102.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +1.4% | +9.5% | -8.1% | -1.2% |
| 30D | -1.3% | +10.4% | -11.7% | -4.3% |
| 3M | +15.2% | +12.9% | +2.4% | +10.3% |
| 6M | +18.8% | +1.2% | +17.6% | +15.9% |
| YTD | +21.0% | +9.3% | +11.7% | +14.6% |
| 1Y | +34.0% | -18.0% | +52.0% | +37.6% |
| 3Y | +95.3% | -29.0% | +124.3% | +103.6% |
| 5Y | +40.4% | -9.6% | +50.0% | +25.6% |
| All | +108.7% | +5.8% | +102.9% | +46.0% |
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