+61,246.3%
SU vs MOS
+155.8%
+61,090.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +3.6% | +9.5% | -6.0% | +0.5% |
| 30D | +7.9% | +10.4% | -2.6% | +4.2% |
| 3M | +3.5% | +12.9% | -9.4% | -1.7% |
| 6M | +19.0% | +1.2% | +17.7% | +15.2% |
| YTD | +55.0% | +9.3% | +45.6% | +45.8% |
| 1Y | +71.2% | -18.0% | +89.2% | +75.8% |
| 3Y | +117.4% | -29.0% | +146.5% | +127.3% |
| 5Y | +335.2% | -9.6% | +344.7% | +310.3% |
| 10Y | +248.7% | +6.1% | +242.7% | +186.9% |
| All | +61,246.3% | +155.8% | +61,090.5% | +49,969.4% |
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 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