+1,064.5%
MOD vs SPY
+307.0%
+757.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.2% | +28.4% |
| 7D | +40.4% | +2.6% | +37.8% | +35.2% |
| 30D | -14.0% | -2.0% | -12.0% | -11.4% |
| 3M | -33.3% | -2.8% | -30.6% | -30.1% |
| 6M | -51.4% | +2.1% | -53.6% | -52.0% |
| YTD | +1.6% | +11.5% | -9.9% | -11.0% |
| 1Y | +5.4% | +13.5% | -8.1% | -9.4% |
| 3Y | +191.0% | +77.7% | +113.3% | +46.2% |
| 5Y | +1,093.1% | +72.6% | +1,020.5% | +533.0% |
| All | +1,064.5% | +307.0% | +757.4% | +83.1% |
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