+61,246.3%
SU vs MOD
+3,565.2%
+57,681.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.7% |
| 7D | +3.6% | +9.6% | -6.0% | -0.9% |
| 30D | +7.9% | 0.0% | +7.8% | +7.1% |
| 3M | +3.5% | -35.4% | +38.9% | +21.9% |
| 6M | +19.0% | -7.3% | +26.2% | +11.9% |
| YTD | +55.0% | +45.8% | +9.2% | +13.4% |
| 1Y | +71.2% | +43.1% | +28.1% | +20.9% |
| 3Y | +117.4% | +297.7% | -180.2% | -30.5% |
| 5Y | +335.2% | +1,478.8% | -1,143.6% | -45.0% |
| 10Y | +248.7% | +1,633.4% | -1,384.6% | -75.5% |
| All | +61,246.3% | +3,565.2% | +57,681.0% | -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