+8,200.6%
USB vs MOS
+115.8%
+8,084.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | -1.8% |
| 7D | +2.4% | +17.9% | -15.5% | -1.4% |
| 30D | +6.6% | +1.6% | +5.0% | +5.7% |
| 3M | -4.1% | -4.0% | -0.1% | -4.1% |
| 6M | +12.5% | -4.1% | +16.6% | +11.9% |
| YTD | +17.6% | -7.8% | +25.4% | +16.7% |
| 1Y | +36.5% | -15.6% | +52.1% | +37.7% |
| 3Y | +95.4% | -28.9% | +124.2% | +100.5% |
| 5Y | +26.1% | -36.8% | +62.9% | +28.5% |
| 10Y | +101.3% | +6.7% | +94.6% | +70.2% |
| All | +8,200.6% | +115.8% | +8,084.9% | +4,879.3% |
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