+117.2%
SU vs MOS
-25.5%
+142.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +3.6% | +9.5% | -6.0% | +1.6% |
| 30D | +7.9% | +10.4% | -2.6% | +5.6% |
| 3M | +3.5% | +12.9% | -9.4% | +0.4% |
| 6M | +19.0% | +1.2% | +17.7% | +17.0% |
| YTD | +55.0% | +9.3% | +45.6% | +48.5% |
| 1Y | +71.2% | -18.0% | +89.2% | +77.9% |
| All | +117.2% | -25.5% | +142.8% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling