+28.7%
SPMO vs MOD
+45.0%
-16.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.6% |
| 7D | +2.0% | +9.6% | -7.6% | -0.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | -1.9% | -35.4% | +33.5% | +6.7% |
| 6M | +25.0% | -7.3% | +32.3% | +27.7% |
| YTD | +26.0% | +45.8% | -19.8% | +20.7% |
| 1Y | +28.7% | +43.1% | -14.5% | +23.5% |
| All | +28.7% | +45.0% | -16.3% | +23.5% |
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 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