+86.2%
SU vs MOS
-16.2%
+102.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +17.4% | -21.9% | -4.1% |
| 7D | -7.1% | +17.9% | -25.0% | -6.7% |
| 30D | +4.8% | +1.6% | +3.2% | +5.7% |
| 3M | +12.5% | -4.0% | +16.5% | +14.0% |
| 6M | +6.5% | -4.1% | +10.6% | +7.9% |
| YTD | +65.8% | -7.8% | +73.6% | +66.9% |
| 1Y | +86.2% | -15.6% | +101.7% | +89.1% |
| All | +86.2% | -16.2% | +102.4% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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