+906.4%
MOD vs SPXU
-99.5%
+1,005.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.5% | +5.3% |
| 7D | -25.5% | +7.6% | -33.1% | -22.6% |
| 30D | -49.0% | +17.5% | -66.5% | -44.1% |
| 3M | -49.8% | +14.7% | -64.5% | -45.2% |
| 6M | -64.8% | -0.1% | -64.7% | -63.0% |
| YTD | -27.6% | -19.8% | -7.8% | -29.9% |
| 1Y | -35.2% | -23.7% | -11.5% | -37.8% |
| 3Y | +137.1% | -79.5% | +216.6% | +54.9% |
| 5Y | +760.3% | -81.9% | +842.2% | +559.8% |
| All | +906.4% | -99.5% | +1,005.8% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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