+41.2%
USB vs MOS
-8.7%
+49.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.4% | +9.5% | -8.1% | -0.5% |
| 30D | -1.3% | +10.4% | -11.7% | -3.6% |
| 3M | +15.2% | +12.9% | +2.4% | +11.5% |
| 6M | +18.8% | +1.2% | +17.6% | +16.7% |
| YTD | +21.0% | +9.3% | +11.7% | +16.0% |
| 1Y | +34.0% | -18.0% | +52.0% | +37.5% |
| 3Y | +95.3% | -29.0% | +124.3% | +102.4% |
| All | +41.2% | -8.7% | +49.9% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling