+127.6%
MOD vs SPXU
-80.8%
+208.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | +0.3% |
| 7D | +16.1% | -9.4% | +25.5% | +8.0% |
| 30D | -38.5% | +7.4% | -46.0% | -33.6% |
| 3M | -46.8% | +6.2% | -53.0% | -42.5% |
| 6M | -61.6% | -7.2% | -54.4% | -61.2% |
| YTD | -20.5% | -26.8% | +6.2% | -30.5% |
| 1Y | -28.0% | -26.3% | -1.8% | -35.3% |
| All | +127.6% | -80.8% | +208.4% | +10.0% |
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