+2,806.0%
MSCI vs SU
+125.5%
+2,680.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -0.6% |
| 30D | +16.5% | -6.2% | +22.6% | +18.3% |
| 3M | +18.2% | +9.7% | +8.5% | +14.3% |
| 6M | +14.0% | +7.3% | +6.7% | +10.2% |
| YTD | +16.6% | +58.7% | -42.1% | -0.7% |
| 1Y | +14.8% | +59.7% | -44.9% | -2.5% |
| 3Y | +33.3% | +129.2% | -96.0% | -1.4% |
| 5Y | +9.1% | +223.7% | -214.6% | -30.6% |
| 10Y | +820.4% | +235.9% | +584.4% | +410.4% |
| All | +2,806.0% | +125.5% | +2,680.4% | +1,253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling