-32.0%
MOH vs SUI
-27.1%
-4.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -3.1% | -3.8% | +0.7% | -2.1% |
| 30D | +0.2% | +3.9% | -3.8% | -0.9% |
| 3M | +1.8% | +0.2% | +1.6% | +1.8% |
| 6M | +9.5% | -4.2% | +13.7% | +10.6% |
| YTD | +20.9% | -2.5% | +23.5% | +21.1% |
| 1Y | +48.8% | -4.0% | +52.8% | +49.6% |
| 3Y | -41.4% | +16.5% | -57.9% | -45.1% |
| All | -32.0% | -27.1% | -4.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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