+350.3%
SU vs MOS
-7.1%
+357.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -1.0% | +7.1% | -8.0% | -3.3% |
| 30D | +13.7% | +15.0% | -1.4% | +8.2% |
| 3M | +8.0% | +24.1% | -16.1% | -0.9% |
| 6M | +21.0% | +2.7% | +18.3% | +16.7% |
| YTD | +56.2% | +12.2% | +44.1% | +44.7% |
| 1Y | +72.2% | -16.3% | +88.5% | +77.8% |
| 3Y | +118.1% | -23.3% | +141.4% | +124.7% |
| 5Y | +350.3% | -4.2% | +354.5% | +262.5% |
| All | +350.3% | -7.1% | +357.4% | +262.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling