+16.8%
MSCI vs SU
+61.1%
-44.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.4% |
| 7D | +3.0% | +1.7% | +1.3% | +3.1% |
| 30D | +17.8% | -7.9% | +25.7% | +16.9% |
| 3M | +15.2% | +7.5% | +7.6% | +15.6% |
| 6M | +16.5% | +7.2% | +9.3% | +16.4% |
| YTD | +16.4% | +60.9% | -44.6% | +14.6% |
| 1Y | +16.8% | +63.6% | -46.8% | +14.2% |
| All | +16.8% | +61.1% | -44.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling