-6.0%
SAP vs MOD
-30.7%
+24.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | -3.9% | +16.1% | -20.0% | -1.9% |
| 30D | +6.5% | -38.5% | +45.0% | +0.8% |
| 3M | +14.7% | -46.8% | +61.5% | +6.8% |
| 6M | +39.9% | -61.6% | +101.5% | +26.9% |
| YTD | -2.0% | -20.5% | +18.6% | -2.0% |
| 1Y | -6.0% | -28.0% | +22.0% | -5.7% |
| All | -6.0% | -30.7% | +24.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling