+420.3%
MOD vs SUI
+4,142.3%
-3,722.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -24.7% |
| 7D | -31.3% | +10.0% | -41.4% | -36.3% |
| 30D | -46.1% | +8.4% | -54.5% | -50.0% |
| 3M | -51.1% | +0.7% | -51.8% | -52.6% |
| 6M | -62.1% | -0.9% | -61.1% | -63.7% |
| YTD | -26.2% | +0.6% | -26.8% | -30.4% |
| 1Y | -32.6% | +0.8% | -33.3% | -36.3% |
| 3Y | +133.8% | +15.5% | +118.3% | +92.9% |
| 5Y | +792.8% | -25.9% | +818.6% | +862.1% |
| 10Y | +959.8% | +119.5% | +840.2% | +370.9% |
| All | +420.3% | +4,142.3% | -3,722.0% | -52.4% |
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