+215.1%
SU vs MOS
-32.4%
+247.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -13.4% | +21.6% | -35.0% | -19.1% |
| 30D | +0.9% | +12.0% | -11.1% | -3.5% |
| 3M | +12.8% | -3.9% | +16.6% | +12.9% |
| 6M | +8.3% | -3.3% | +11.6% | +6.8% |
| YTD | +58.2% | -4.6% | +62.9% | +53.3% |
| 1Y | +67.1% | -7.0% | +74.1% | +62.9% |
| 3Y | +125.6% | -24.4% | +150.0% | +128.0% |
| All | +215.1% | -32.4% | +247.5% | +199.4% |
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