+63.6%
SU vs MOD
-6.2%
+69.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | +0.8% |
| 7D | +1.7% | +40.4% | -38.7% | +1.5% |
| 30D | -7.9% | -14.0% | +6.1% | -8.4% |
| 3M | +7.5% | -33.3% | +40.9% | +6.4% |
| 6M | +7.2% | -51.4% | +58.6% | +6.3% |
| YTD | +60.9% | +1.6% | +59.3% | +58.6% |
| 1Y | +63.6% | +5.4% | +58.3% | +61.3% |
| All | +63.6% | -6.2% | +69.8% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling