+460.3%
SPMO vs MOD
+981.9%
-521.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.8% |
| 7D | -8.7% | -25.5% | +16.8% | -5.0% |
| 30D | -18.7% | -49.0% | +30.3% | -10.7% |
| 3M | -16.4% | -49.8% | +33.4% | -8.3% |
| 6M | -11.9% | -64.8% | +52.9% | +1.3% |
| YTD | +4.9% | -27.6% | +32.5% | +8.4% |
| 1Y | +6.2% | -35.2% | +41.4% | +10.9% |
| 3Y | +115.1% | +137.1% | -22.0% | +85.4% |
| 5Y | +102.2% | +760.3% | -658.1% | +46.6% |
| 10Y | +422.3% | +938.8% | -516.5% | +250.3% |
| All | +460.3% | +981.9% | -521.5% | +274.3% |
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