+321.2%
MOD vs SPG
+112.6%
+208.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | +9.6% | -2.4% | +12.0% | +11.6% |
| 30D | 0.0% | -6.8% | +6.9% | +5.6% |
| 3M | -35.4% | +2.7% | -38.0% | -38.4% |
| 6M | -7.3% | +5.5% | -12.7% | -13.7% |
| YTD | +45.8% | +15.7% | +30.1% | +24.8% |
| 1Y | +43.1% | +20.9% | +22.3% | +16.7% |
| All | +321.2% | +112.6% | +208.6% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling