-55.5%
MOD vs SUNB
+13.4%
-68.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.9% | +3.9% | +5.9% |
| 7D | -13.9% | -2.6% | -11.4% | -12.0% |
| 30D | -41.5% | +8.6% | -50.1% | -43.8% |
| 3M | -45.7% | +1.1% | -46.8% | -45.5% |
| 6M | -61.1% | +13.1% | -74.2% | -63.6% |
| All | -55.5% | +13.4% | -68.9% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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