-11.7%
MOS vs SUI
+1.3%
-13.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +22.5% | +8.8% | +13.7% | +20.7% |
| 30D | +6.6% | +8.9% | -2.3% | +4.6% |
| 3M | -3.8% | +2.0% | -5.8% | -4.9% |
| 6M | -2.2% | -0.6% | -1.6% | -3.0% |
| YTD | -4.8% | +1.3% | -6.1% | -8.1% |
| 1Y | -11.7% | +1.3% | -13.0% | -15.4% |
| All | -11.7% | +1.3% | -13.1% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling