+1,530.3%
MOD vs SPG
+102.5%
+1,427.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.0% |
| 7D | +9.6% | -2.4% | +12.0% | +11.5% |
| 30D | 0.0% | -6.8% | +6.9% | +5.2% |
| 3M | -35.4% | +2.7% | -38.0% | -37.8% |
| 6M | -7.3% | +5.5% | -12.7% | -12.5% |
| YTD | +45.8% | +15.7% | +30.1% | +28.1% |
| 1Y | +43.1% | +20.9% | +22.3% | +20.8% |
| 3Y | +297.7% | +112.4% | +185.3% | +126.4% |
| All | +1,530.3% | +102.5% | +1,427.8% | +779.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling