Impact of spreads on duration

If spreads narrowed between say an MBS and it’s benchmark, we expected prices to rise. Is there a direct relationship between the movement of spreads on duration?

We can use the spread duration to measure the sensitivity of bond prices to changes in spread.

Inverse relationship between spread and duration - spread decreases, price increases, duration increases.

Logic can be observed via Macaulay duration - when price increases, WA time to receive bond’s cashflow/ return increases. And modified duration is Macaulay duration divided by (1+r).