-10.1%
MSCI vs SU
+360.6%
-370.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | -1.2% | +10.7% | -11.9% | -2.8% |
| 3M | -8.4% | +13.5% | -21.9% | -10.5% |
| 6M | -1.0% | +21.8% | -22.9% | -5.0% |
| YTD | -2.3% | +58.8% | -61.1% | -10.8% |
| 1Y | -1.2% | +72.0% | -73.2% | -11.3% |
| 3Y | +7.9% | +121.7% | -113.8% | -9.7% |
| 5Y | -10.1% | +350.4% | -360.5% | -32.6% |
| All | -10.1% | +360.6% | -370.7% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling