+13,845.6%
SPGI vs MOD
+3,565.2%
+10,280.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.2% |
| 7D | +0.1% | +9.6% | -9.4% | -1.3% |
| 30D | +8.4% | 0.0% | +8.4% | +8.1% |
| 3M | +11.8% | -35.4% | +47.2% | +18.1% |
| 6M | +5.7% | -7.3% | +13.0% | +3.8% |
| YTD | -9.7% | +45.8% | -55.5% | -18.5% |
| 1Y | -12.5% | +43.1% | -55.6% | -21.8% |
| 3Y | +21.8% | +297.7% | -275.9% | -14.7% |
| 5Y | +8.2% | +1,478.8% | -1,470.6% | -43.3% |
| 10Y | +309.5% | +1,633.4% | -1,323.9% | +80.8% |
| All | +13,845.6% | +3,565.2% | +10,280.4% | +4,125.7% |
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