+214.8%
SAP vs MOD
+911.6%
-696.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.9% | -4.7% |
| 7D | -0.7% | -25.5% | +24.9% | +1.9% |
| 30D | +11.1% | -49.0% | +60.1% | +18.3% |
| 3M | +17.0% | -49.8% | +66.9% | +24.4% |
| 6M | +34.8% | -64.8% | +99.6% | +47.2% |
| YTD | -2.2% | -27.6% | +25.4% | -4.5% |
| 1Y | -6.4% | -35.2% | +28.8% | -7.7% |
| 3Y | +75.1% | +137.1% | -62.0% | +35.3% |
| 5Y | +69.8% | +760.3% | -690.5% | +5.0% |
| All | +214.8% | +911.6% | -696.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling