-29.7%
MOD vs SPG
+33.6%
-63.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | +2.7% | +5.5% | +8.2% |
| 30D | -38.2% | +16.6% | -54.7% | -39.0% |
| 3M | -46.2% | +8.1% | -54.3% | -45.7% |
| 6M | -62.5% | +19.3% | -81.9% | -66.3% |
| YTD | -20.1% | +31.1% | -51.2% | -35.3% |
| 1Y | -29.7% | +32.8% | -62.5% | -43.8% |
| All | -29.7% | +33.6% | -63.3% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling