+62,740.5%
SU vs MOS
+127.5%
+62,613.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -4.3% | +5.5% | -9.7% | -6.0% |
| 30D | -6.2% | +21.0% | -27.1% | -12.8% |
| 3M | +9.7% | -0.5% | +10.2% | +7.9% |
| 6M | +7.3% | +6.6% | +0.7% | +1.9% |
| YTD | +58.7% | -2.8% | +61.5% | +52.8% |
| 1Y | +59.7% | -8.1% | +67.8% | +56.1% |
| 3Y | +129.2% | -25.6% | +154.8% | +132.8% |
| 5Y | +223.7% | -29.8% | +253.4% | +226.6% |
| 10Y | +235.9% | +0.6% | +235.4% | +178.4% |
| All | +62,740.5% | +127.5% | +62,613.0% | +52,343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling