+713.8%
MOD vs SPG
+75.4%
+638.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.7% |
| 7D | -34.2% | +5.0% | -39.2% | -36.8% |
| 30D | -51.9% | +12.3% | -64.2% | -56.3% |
| 3M | -53.0% | +1.9% | -54.9% | -54.2% |
| 6M | -66.4% | +14.4% | -80.8% | -70.5% |
| YTD | -31.5% | +26.5% | -58.0% | -44.5% |
| 1Y | -39.6% | +30.7% | -70.2% | -52.2% |
| 3Y | +116.8% | +122.6% | -5.8% | +15.2% |
| 5Y | +713.8% | +73.3% | +640.5% | +381.2% |
| All | +713.8% | +75.4% | +638.4% | +381.2% |
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