+1.7%
SPGI vs MOD
-33.9%
+35.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | +1.5% |
| 7D | -0.9% | -13.9% | +13.1% | -1.8% |
| 30D | +15.5% | -41.5% | +57.0% | +11.4% |
| 3M | +15.7% | -45.7% | +61.4% | +11.2% |
| 6M | +19.1% | -61.1% | +80.2% | +12.1% |
| YTD | -4.1% | -20.5% | +16.4% | -7.5% |
| All | +1.7% | -33.9% | +35.6% | -2.4% |
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 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