-32.6%
MOD vs SUI
+1.6%
-34.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -16.8% |
| 7D | -31.3% | +10.0% | -41.4% | -24.8% |
| 30D | -46.1% | +8.4% | -54.5% | -41.6% |
| 3M | -51.1% | +0.7% | -51.8% | -48.7% |
| 6M | -62.1% | -0.9% | -61.1% | -60.0% |
| YTD | -26.2% | +0.6% | -26.8% | -24.1% |
| 1Y | -32.6% | +0.8% | -33.3% | -30.2% |
| All | -32.6% | +1.6% | -34.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling