+264.7%
SU vs MOD
+1,486.8%
-1,222.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | +10.7% | -2.6% | +13.4% | +11.0% |
| 3M | +13.5% | -33.1% | +46.6% | +20.2% |
| 6M | +21.8% | -7.5% | +29.3% | +19.8% |
| YTD | +58.8% | +39.3% | +19.6% | +43.1% |
| 1Y | +72.0% | +34.3% | +37.8% | +53.8% |
| 3Y | +121.7% | +296.2% | -174.5% | +44.5% |
| 5Y | +350.4% | +1,504.6% | -1,154.2% | +99.5% |
| 10Y | +264.7% | +1,511.5% | -1,246.8% | +39.1% |
| All | +264.7% | +1,486.8% | -1,222.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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