+36.0%
MSCI vs SU
+129.2%
-93.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -1.9% | -4.3% | +2.4% | -1.7% |
| 30D | +16.5% | -6.2% | +22.6% | +16.7% |
| 3M | +18.2% | +9.7% | +8.5% | +17.0% |
| 6M | +14.0% | +7.3% | +6.7% | +12.8% |
| YTD | +16.6% | +58.7% | -42.1% | +9.5% |
| 1Y | +14.8% | +59.7% | -44.9% | +7.7% |
| All | +36.0% | +129.2% | -93.1% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling