+966.8%
MOD vs SPY
+315.0%
+651.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +6.2% |
| 7D | -13.9% | +0.1% | -14.0% | -14.4% |
| 30D | -41.5% | -3.3% | -38.2% | -38.3% |
| 3M | -45.7% | -2.4% | -43.3% | -43.4% |
| 6M | -61.1% | +2.6% | -63.7% | -61.8% |
| YTD | -20.5% | +11.2% | -31.7% | -30.1% |
| 1Y | -32.1% | +13.4% | -45.5% | -41.4% |
| 3Y | +146.5% | +79.9% | +66.6% | +22.1% |
| 5Y | +812.7% | +72.2% | +740.5% | +386.4% |
| 10Y | +966.8% | +307.3% | +659.5% | +84.9% |
| All | +966.8% | +315.0% | +651.8% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling