+810.7%
MOD vs SPY
+308.5%
+502.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | +16.1% | +3.3% | +12.8% | +10.8% |
| 30D | -38.5% | -2.7% | -35.8% | -35.8% |
| 3M | -46.8% | -1.7% | -45.1% | -45.1% |
| 6M | -61.6% | +3.1% | -64.7% | -62.5% |
| YTD | -20.5% | +11.9% | -32.4% | -30.7% |
| 1Y | -28.0% | +12.0% | -40.0% | -36.7% |
| 3Y | +134.9% | +78.2% | +56.8% | +17.7% |
| 5Y | +833.2% | +73.2% | +759.9% | +392.9% |
| All | +810.7% | +308.5% | +502.2% | +42.6% |
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