+62,530.9%
SU vs MOD
+1,638.7%
+60,892.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -3.1% |
| 7D | -13.4% | -25.5% | +12.1% | -2.1% |
| 30D | +0.9% | -49.0% | +49.9% | +34.2% |
| 3M | +12.8% | -49.8% | +62.6% | +48.0% |
| 6M | +8.3% | -64.8% | +73.0% | +58.7% |
| YTD | +58.2% | -27.6% | +85.8% | +53.7% |
| 1Y | +67.1% | -35.2% | +102.3% | +66.5% |
| 3Y | +125.6% | +137.1% | -11.5% | -10.9% |
| 5Y | +213.6% | +760.3% | -546.7% | -49.8% |
| 10Y | +234.7% | +938.8% | -704.1% | -71.9% |
| All | +62,530.9% | +1,638.7% | +60,892.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling