+264.7%
SU vs MOS
+12.0%
+252.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +10.7% | +11.7% | -0.9% | +5.5% |
| 3M | +13.5% | +23.2% | -9.7% | +2.5% |
| 6M | +21.8% | -1.6% | +23.5% | +18.4% |
| YTD | +58.8% | +10.8% | +48.0% | +45.7% |
| 1Y | +72.0% | -16.2% | +88.3% | +76.4% |
| 3Y | +121.7% | -24.2% | +145.9% | +127.4% |
| 5Y | +350.4% | -6.6% | +357.0% | +296.8% |
| 10Y | +264.7% | +16.3% | +248.4% | +143.3% |
| All | +264.7% | +12.0% | +252.7% | +143.3% |
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