+906.4%
MOD vs SPG
+109.7%
+796.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | -25.5% | +4.9% | -30.4% | -27.9% |
| 30D | -49.0% | +15.6% | -64.6% | -53.5% |
| 3M | -49.8% | +4.1% | -53.9% | -51.5% |
| 6M | -64.8% | +13.6% | -78.3% | -67.9% |
| YTD | -27.6% | +27.5% | -55.2% | -38.3% |
| 1Y | -35.2% | +32.2% | -67.4% | -45.9% |
| 3Y | +137.1% | +126.0% | +11.1% | +48.3% |
| 5Y | +760.3% | +74.7% | +685.5% | +507.9% |
| All | +906.4% | +109.7% | +796.7% | +515.4% |
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