+0.4%
SPGI vs MOD
-6.2%
+6.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.8% | +2.8% |
| 7D | +1.2% | +40.4% | -39.2% | +3.8% |
| 30D | +15.9% | -14.0% | +29.9% | +14.9% |
| 3M | +12.3% | -33.3% | +45.6% | +9.5% |
| 6M | +23.7% | -51.4% | +75.1% | +18.5% |
| YTD | -3.5% | +1.6% | -5.2% | -6.1% |
| 1Y | +0.4% | +5.4% | -5.0% | -2.3% |
| All | +0.4% | -6.2% | +6.6% | -2.3% |
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