-35.2%
MOD vs SPG
+31.7%
-66.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.7% |
| 7D | -25.5% | +4.9% | -30.4% | -25.5% |
| 30D | -49.0% | +15.6% | -64.6% | -50.0% |
| 3M | -49.8% | +4.1% | -53.9% | -49.2% |
| 6M | -64.8% | +13.6% | -78.3% | -67.5% |
| YTD | -27.6% | +27.5% | -55.2% | -41.0% |
| 1Y | -35.2% | +32.2% | -67.4% | -48.9% |
| All | -35.2% | +31.7% | -66.9% | -48.9% |
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