+886.3%
MOD vs SPG
+117.2%
+769.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.3% |
| 7D | -17.8% | +5.6% | -23.4% | -20.6% |
| 30D | -43.2% | +17.6% | -60.8% | -48.6% |
| 3M | -46.0% | +7.5% | -53.5% | -48.7% |
| 6M | -62.2% | +18.5% | -80.8% | -66.4% |
| YTD | -22.8% | +30.9% | -53.7% | -35.1% |
| 1Y | -35.5% | +34.1% | -69.6% | -46.5% |
| 3Y | +128.2% | +135.5% | -7.3% | +39.6% |
| 5Y | +791.6% | +86.5% | +705.1% | +509.1% |
| 10Y | +886.3% | +116.1% | +770.2% | +496.3% |
| All | +886.3% | +117.2% | +769.1% | +496.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling