+222.9%
SAP vs MOD
+1,005.7%
-782.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.2% | +0.7% |
| 7D | +1.6% | -13.9% | +15.6% | +2.7% |
| 30D | +10.5% | -41.5% | +52.1% | +16.1% |
| 3M | +15.2% | -45.7% | +60.9% | +21.5% |
| 6M | +36.7% | -61.1% | +97.8% | +47.7% |
| YTD | -0.6% | -20.5% | +19.9% | -3.8% |
| 1Y | -4.1% | -32.1% | +28.0% | -5.7% |
| 3Y | +73.2% | +146.5% | -73.2% | +33.6% |
| 5Y | +74.1% | +812.7% | -738.6% | +7.0% |
| 10Y | +222.9% | +966.8% | -743.9% | +85.3% |
| All | +222.9% | +1,005.7% | -782.8% | +85.3% |
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