+34.0%
USB vs MOS
-17.5%
+51.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | +1.4% | +9.5% | -8.1% | +0.9% |
| 30D | -1.3% | +10.4% | -11.7% | -1.8% |
| 3M | +15.2% | +12.9% | +2.4% | +14.2% |
| 6M | +18.8% | +1.2% | +17.6% | +18.1% |
| YTD | +21.0% | +9.3% | +11.7% | +18.0% |
| 1Y | +34.0% | -18.0% | +52.0% | +38.0% |
| All | +34.0% | -17.5% | +51.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling