+5.4%
MOD vs SPXU
-26.3%
+31.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.6% | +28.9% |
| 7D | +40.4% | -7.6% | +48.0% | +31.5% |
| 30D | -14.0% | +5.3% | -19.3% | -8.3% |
| 3M | -33.3% | +9.6% | -43.0% | -24.9% |
| 6M | -51.4% | -4.5% | -46.9% | -50.0% |
| YTD | +1.6% | -25.9% | +27.5% | -14.0% |
| 1Y | +5.4% | -28.9% | +34.3% | -14.1% |
| All | +5.4% | -26.3% | +31.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling