+1,148.3%
SU vs MOH
+1,358.8%
-210.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.9% |
| 30D | +8.4% | -0.9% | +9.3% | +8.5% |
| 3M | +12.1% | +5.7% | +6.4% | +10.4% |
| 6M | +19.7% | +39.1% | -19.5% | +11.5% |
| YTD | +58.4% | +17.7% | +40.7% | +50.3% |
| 1Y | +67.2% | +8.4% | +58.9% | +59.9% |
| 3Y | +125.0% | -36.6% | +161.6% | +128.0% |
| 5Y | +355.1% | -19.1% | +374.1% | +332.4% |
| 10Y | +263.7% | +262.8% | +0.9% | +136.0% |
| All | +1,148.3% | +1,358.8% | -210.4% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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