+2,542.1%
SAP vs MOD
+324.5%
+2,217.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.7% | +2.8% |
| 7D | +4.0% | -34.2% | +38.2% | +11.2% |
| 30D | +15.7% | -51.9% | +67.6% | +30.4% |
| 3M | +23.4% | -53.0% | +76.5% | +38.9% |
| 6M | +41.3% | -66.4% | +107.6% | +65.2% |
| YTD | +2.0% | -31.5% | +33.5% | +1.1% |
| 1Y | -5.1% | -39.6% | +34.5% | -4.4% |
| 3Y | +82.1% | +116.8% | -34.7% | +30.9% |
| 5Y | +77.2% | +713.8% | -636.6% | -8.0% |
| 10Y | +233.6% | +882.7% | -649.0% | +38.8% |
| All | +2,542.1% | +324.5% | +2,217.5% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling