+713.8%
MOD vs SUI
-25.7%
+739.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.4% |
| 7D | -34.2% | +8.8% | -42.9% | -35.9% |
| 30D | -51.9% | +8.9% | -60.8% | -53.5% |
| 3M | -53.0% | +2.0% | -55.1% | -53.6% |
| 6M | -66.4% | -0.6% | -65.7% | -66.9% |
| YTD | -31.5% | +1.3% | -32.9% | -33.3% |
| 1Y | -39.6% | +1.3% | -40.8% | -41.0% |
| 3Y | +116.8% | +16.3% | +100.5% | +92.6% |
| 5Y | +713.8% | -25.1% | +738.9% | +815.2% |
| All | +713.8% | -25.7% | +739.5% | +815.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling