+611.5%
MSCI vs SU
+267.8%
+343.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -4.7% | +1.7% | -6.4% | -5.0% |
| 30D | -2.2% | +9.6% | -11.8% | -4.0% |
| 3M | -9.7% | +11.7% | -21.4% | -12.0% |
| 6M | +0.3% | +21.9% | -21.7% | -4.4% |
| YTD | -3.5% | +58.6% | -62.1% | -13.1% |
| 1Y | -1.4% | +66.5% | -67.9% | -12.2% |
| 3Y | +6.6% | +121.4% | -114.9% | -12.4% |
| 5Y | -10.9% | +355.7% | -366.6% | -39.1% |
| All | +611.5% | +267.8% | +343.7% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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