+965.4%
MOD vs SUI
+4,037.5%
-3,072.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +9.6% | -2.8% | +12.4% | +11.6% |
| 30D | 0.0% | -1.2% | +1.2% | +0.6% |
| 3M | -35.4% | -1.7% | -33.6% | -36.0% |
| 6M | -7.3% | -10.5% | +3.2% | -2.9% |
| YTD | +45.8% | -1.8% | +47.6% | +43.3% |
| 1Y | +43.1% | -4.1% | +47.2% | +42.4% |
| 3Y | +297.7% | +11.3% | +286.4% | +243.3% |
| 5Y | +1,478.8% | -32.1% | +1,510.9% | +1,749.5% |
| 10Y | +1,633.4% | +110.4% | +1,522.9% | +710.7% |
| All | +965.4% | +4,037.5% | -3,072.2% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling