+223.9%
SU vs MOS
+3.2%
+220.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -10.2% | +24.8% | -35.0% | -18.7% |
| 30D | -6.2% | +22.7% | -28.9% | -14.8% |
| 3M | +8.7% | -1.2% | +9.9% | +6.9% |
| 6M | +7.2% | +5.5% | +1.7% | +0.8% |
| YTD | +55.9% | -2.0% | +57.9% | +47.6% |
| 1Y | +60.4% | -7.9% | +68.3% | +55.4% |
| 3Y | +125.2% | -25.0% | +150.2% | +127.3% |
| 5Y | +216.7% | -27.7% | +244.5% | +207.0% |
| 10Y | +223.9% | -1.6% | +225.4% | +110.3% |
| All | +223.9% | +3.2% | +220.7% | +110.3% |
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