+118.1%
SU vs MOD
+312.9%
-194.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.0% | +6.3% | -7.3% | -1.4% |
| 30D | +13.7% | -1.7% | +15.3% | +13.7% |
| 3M | +8.0% | -30.1% | +38.1% | +10.3% |
| 6M | +21.0% | +2.7% | +18.3% | +18.8% |
| YTD | +56.2% | +44.1% | +12.2% | +47.8% |
| 1Y | +72.2% | +38.7% | +33.5% | +62.2% |
| 3Y | +118.1% | +309.8% | -191.7% | +93.4% |
| All | +118.1% | +312.9% | -194.9% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling