+4,374.9%
MOD vs SPXU
-100.0%
+4,474.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.0% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | 0.0% | +0.8% | -0.8% | +0.7% |
| 3M | -35.4% | -4.7% | -30.7% | -35.3% |
| 6M | -7.3% | -29.6% | +22.3% | -18.9% |
| YTD | +45.8% | -29.9% | +75.7% | +28.3% |
| 1Y | +43.1% | -39.1% | +82.2% | +19.9% |
| 3Y | +297.7% | -80.0% | +377.7% | +136.7% |
| 5Y | +1,478.8% | -86.0% | +1,564.8% | +890.1% |
| 10Y | +1,633.4% | -99.5% | +1,732.9% | +188.0% |
| All | +4,374.9% | -100.0% | +4,474.9% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling