+338.6%
SPGI vs MOD
+822.6%
-484.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +16.1% | -16.9% | -2.1% |
| 30D | +14.3% | -38.5% | +52.8% | +18.5% |
| 3M | +14.5% | -46.8% | +61.3% | +19.9% |
| 6M | +17.3% | -61.6% | +78.9% | +25.3% |
| YTD | -4.6% | -20.5% | +15.9% | -6.7% |
| 1Y | +0.8% | -28.0% | +28.8% | -0.9% |
| 3Y | +28.8% | +134.9% | -106.2% | +5.1% |
| 5Y | +14.0% | +833.2% | -819.2% | -23.6% |
| All | +338.6% | +822.6% | -484.0% | +168.5% |
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