+886.3%
MOD vs SUI
+117.1%
+769.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -17.8% | +3.4% | -21.3% | -19.3% |
| 30D | -43.2% | +4.6% | -47.8% | -44.8% |
| 3M | -46.0% | +1.6% | -47.6% | -47.1% |
| 6M | -62.2% | -3.5% | -58.8% | -62.8% |
| YTD | -22.8% | -1.0% | -21.8% | -24.8% |
| 1Y | -35.5% | -1.7% | -33.7% | -36.9% |
| 3Y | +128.2% | +18.4% | +109.9% | +100.8% |
| 5Y | +791.6% | -26.3% | +818.0% | +855.1% |
| 10Y | +886.3% | +123.3% | +763.0% | +949.6% |
| All | +886.3% | +117.1% | +769.2% | +949.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling