+238.8%
SU vs MOS
-3.5%
+242.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +1.7% | -2.0% | +3.7% | +2.4% |
| 30D | -7.9% | +15.3% | -23.2% | -14.3% |
| 3M | +7.5% | +1.5% | +6.1% | +4.5% |
| 6M | +7.2% | -2.0% | +9.2% | +3.8% |
| YTD | +60.9% | -6.5% | +67.4% | +55.1% |
| 1Y | +63.6% | -11.1% | +74.7% | +60.5% |
| 3Y | +128.9% | -30.3% | +159.1% | +138.0% |
| 5Y | +228.3% | -33.5% | +261.8% | +229.4% |
| All | +238.8% | -3.5% | +242.3% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling