+2,233.8%
SAP vs MOD
+835.2%
+1,398.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.7% |
| 7D | -2.9% | +9.6% | -12.5% | -4.6% |
| 30D | +9.0% | 0.0% | +9.0% | +8.7% |
| 3M | +14.9% | -35.4% | +50.3% | +22.3% |
| 6M | +11.9% | -7.3% | +19.2% | +9.3% |
| YTD | -9.9% | +45.8% | -55.7% | -20.8% |
| 1Y | -19.5% | +43.1% | -62.7% | -30.0% |
| 3Y | +61.8% | +297.7% | -235.9% | +5.9% |
| 5Y | +56.2% | +1,478.8% | -1,422.6% | -27.0% |
| 10Y | +180.6% | +1,633.4% | -1,452.8% | +7.7% |
| All | +2,233.8% | +835.2% | +1,398.6% | +567.6% |
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