+74.9%
MOS vs SUI
+4,171.7%
-4,096.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | +22.5% | +8.8% | +13.7% | +18.6% |
| 30D | +6.6% | +8.9% | -2.3% | +2.9% |
| 3M | -3.8% | +2.0% | -5.8% | -4.8% |
| 6M | -2.2% | -0.6% | -1.6% | -2.5% |
| YTD | -4.8% | +1.3% | -6.1% | -6.1% |
| 1Y | -11.7% | +1.3% | -13.0% | -12.9% |
| 3Y | -26.5% | +16.3% | -42.8% | -33.2% |
| 5Y | -32.2% | -25.1% | -7.1% | -27.2% |
| 10Y | +10.2% | +121.1% | -110.9% | -27.8% |
| All | +74.9% | +4,171.7% | -4,096.8% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling