+450.3%
SPMO vs MOD
+1,005.7%
-555.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.5% | +2.9% |
| 7D | -1.9% | -13.9% | +12.0% | -0.1% |
| 30D | -14.1% | -41.5% | +27.5% | -7.2% |
| 3M | -13.1% | -45.7% | +32.6% | -5.3% |
| 6M | -9.4% | -61.1% | +51.7% | +3.2% |
| YTD | +9.5% | -20.5% | +30.0% | +11.6% |
| 1Y | +10.5% | -32.1% | +42.6% | +14.6% |
| 3Y | +124.4% | +146.5% | -22.1% | +89.5% |
| 5Y | +110.5% | +812.7% | -702.2% | +46.9% |
| 10Y | +450.3% | +966.8% | -516.6% | +259.9% |
| All | +450.3% | +1,005.7% | -555.5% | +259.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling