+33.0%
SPGI vs MOD
+116.8%
-83.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.3% | -1.8% |
| 7D | +2.6% | -34.2% | +36.7% | +3.4% |
| 30D | +19.3% | -51.9% | +71.1% | +21.3% |
| 3M | +15.5% | -53.0% | +68.5% | +17.4% |
| 6M | +18.3% | -66.4% | +84.7% | +21.2% |
| YTD | -3.8% | -31.5% | +27.8% | -6.9% |
| 1Y | +1.3% | -39.6% | +40.9% | -1.3% |
| All | +33.0% | +116.8% | -83.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling