+61,346.5%
SU vs MOD
+1,810.3%
+59,536.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.9% | -11.8% | -6.5% |
| 7D | -10.6% | -13.9% | +3.4% | -5.9% |
| 30D | -6.6% | -41.5% | +34.9% | +16.2% |
| 3M | +12.9% | -45.7% | +58.7% | +42.4% |
| 6M | +6.7% | -61.1% | +67.9% | +48.8% |
| YTD | +55.2% | -20.5% | +75.7% | +43.8% |
| 1Y | +61.5% | -32.1% | +93.7% | +57.1% |
| 3Y | +128.7% | +146.5% | -17.8% | -11.3% |
| 5Y | +210.8% | +812.7% | -601.9% | -51.6% |
| 10Y | +214.4% | +966.8% | -752.5% | -73.7% |
| All | +61,346.5% | +1,810.3% | +59,536.1% | -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