+1,082.7%
MOD vs SPXU
-83.3%
+1,166.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.6% | +28.6% |
| 7D | +40.4% | -7.6% | +48.0% | +34.3% |
| 30D | -14.0% | +5.3% | -19.3% | -10.1% |
| 3M | -33.3% | +9.6% | -43.0% | -27.8% |
| 6M | -51.4% | -4.5% | -46.9% | -50.0% |
| YTD | +1.6% | -25.9% | +27.5% | -6.8% |
| 1Y | +5.4% | -28.9% | +34.3% | -4.4% |
| 3Y | +191.0% | -80.5% | +271.5% | +75.3% |
| All | +1,082.7% | -83.3% | +1,166.0% | +678.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling