+517.5%
SPMO vs MOD
+1,504.3%
-986.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.4% | +6.3% | -2.9% | +2.4% |
| 30D | +0.5% | -1.7% | +2.2% | +0.7% |
| 3M | +1.9% | -30.1% | +32.0% | +7.1% |
| 6M | +27.8% | +2.7% | +25.1% | +26.6% |
| YTD | +26.7% | +44.1% | -17.4% | +18.7% |
| 1Y | +28.9% | +38.7% | -9.8% | +20.6% |
| 3Y | +160.7% | +309.8% | -149.1% | +104.3% |
| 5Y | +150.2% | +1,569.7% | -1,419.5% | +60.6% |
| 10Y | +517.5% | +1,520.5% | -1,003.0% | +274.6% |
| All | +517.5% | +1,504.3% | -986.7% | +274.6% |
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