+125.6%
SU vs MOS
-26.6%
+152.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -13.4% | +21.6% | -35.0% | -16.3% |
| 30D | +0.9% | +12.0% | -11.1% | -1.1% |
| 3M | +12.8% | -3.9% | +16.6% | +13.6% |
| 6M | +8.3% | -3.3% | +11.6% | +8.4% |
| YTD | +58.2% | -4.6% | +62.9% | +56.1% |
| 1Y | +67.1% | -7.0% | +74.1% | +65.7% |
| 3Y | +125.6% | -24.4% | +150.0% | +129.3% |
| All | +125.6% | -26.6% | +152.2% | +129.3% |
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 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