+321.2%
MOD vs SPXU
-80.1%
+401.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.3% |
| 7D | +9.6% | -0.1% | +9.7% | +9.5% |
| 30D | 0.0% | +0.8% | -0.8% | +1.0% |
| 3M | -35.4% | -4.7% | -30.7% | -35.6% |
| 6M | -7.3% | -29.6% | +22.3% | -24.2% |
| YTD | +45.8% | -29.9% | +75.7% | +19.9% |
| 1Y | +43.1% | -39.1% | +82.2% | +9.5% |
| All | +321.2% | -80.1% | +401.2% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling