+230.0%
SU vs MOD
+881.6%
-651.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | -10.2% | -17.8% | +7.6% | -7.7% |
| 30D | -6.2% | -43.2% | +37.0% | +2.2% |
| 3M | +8.7% | -46.0% | +54.7% | +18.7% |
| 6M | +7.2% | -62.2% | +69.5% | +22.6% |
| YTD | +55.9% | -22.8% | +78.7% | +52.8% |
| 1Y | +60.4% | -35.5% | +95.9% | +61.2% |
| 3Y | +125.2% | +128.2% | -3.1% | +58.6% |
| 5Y | +216.7% | +791.6% | -574.9% | +50.6% |
| All | +230.0% | +881.6% | -651.6% | +36.1% |
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