+1,082.7%
MOD vs SPG
+84.0%
+998.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.1% | +28.1% |
| 7D | +40.4% | +2.0% | +38.4% | +38.6% |
| 30D | -14.0% | +17.2% | -31.3% | -24.2% |
| 3M | -33.3% | +6.3% | -39.7% | -36.9% |
| 6M | -51.4% | +18.7% | -70.1% | -58.4% |
| YTD | +1.6% | +30.1% | -28.5% | -19.2% |
| 1Y | +5.4% | +32.8% | -27.4% | -17.5% |
| 3Y | +191.0% | +133.6% | +57.4% | +49.4% |
| All | +1,082.7% | +84.0% | +998.8% | +575.7% |
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