+124.3%
MOD vs SUI
+16.8%
+107.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.3% |
| 7D | -34.2% | +8.8% | -42.9% | -34.3% |
| 30D | -51.9% | +8.9% | -60.8% | -52.2% |
| 3M | -53.0% | +2.0% | -55.1% | -52.9% |
| 6M | -66.4% | -0.6% | -65.7% | -66.3% |
| YTD | -31.5% | +1.3% | -32.9% | -32.0% |
| 1Y | -39.6% | +1.3% | -40.8% | -39.9% |
| All | +124.3% | +16.8% | +107.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling