-9.6%
MOS vs SUI
-32.0%
+22.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +9.5% | -2.8% | +12.4% | +10.5% |
| 30D | +10.4% | -1.2% | +11.6% | +10.8% |
| 3M | +12.9% | -1.7% | +14.6% | +13.1% |
| 6M | +1.2% | -10.5% | +11.7% | +4.4% |
| YTD | +9.3% | -1.8% | +11.1% | +9.3% |
| 1Y | -18.0% | -4.1% | -13.9% | -17.5% |
| 3Y | -29.0% | +11.3% | -40.3% | -33.2% |
| All | -9.6% | -32.0% | +22.4% | -6.6% |
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