+92.7%
USB vs MOS
+8.5%
+84.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -3.0% |
| 7D | -1.5% | +22.5% | -24.0% | -7.3% |
| 30D | +4.3% | +6.6% | -2.3% | +1.8% |
| 3M | -6.1% | -3.8% | -2.3% | -6.1% |
| 6M | +9.4% | -2.2% | +11.6% | +8.0% |
| YTD | +15.2% | -4.8% | +19.9% | +12.5% |
| 1Y | +32.8% | -11.7% | +44.5% | +32.3% |
| 3Y | +91.3% | -26.5% | +117.8% | +95.2% |
| 5Y | +22.7% | -32.2% | +54.9% | +19.6% |
| All | +92.7% | +8.5% | +84.2% | +32.8% |
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