-32.2%
MOS vs SUI
-25.7%
-6.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +22.5% | +8.8% | +13.7% | +19.6% |
| 30D | +6.6% | +8.9% | -2.3% | +3.8% |
| 3M | -3.8% | +2.0% | -5.8% | -4.6% |
| 6M | -2.2% | -0.6% | -1.6% | -2.4% |
| YTD | -4.8% | +1.3% | -6.1% | -5.8% |
| 1Y | -11.7% | +1.3% | -13.0% | -12.7% |
| 3Y | -26.5% | +16.3% | -42.8% | -32.0% |
| 5Y | -32.2% | -25.1% | -7.1% | -28.7% |
| All | -32.2% | -25.7% | -6.5% | -28.7% |
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