+906.4%
MOD vs SPY
+312.9%
+593.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.2% |
| 7D | -25.5% | -2.7% | -22.8% | -22.8% |
| 30D | -49.0% | -5.4% | -43.6% | -44.5% |
| 3M | -49.8% | -4.1% | -45.7% | -46.3% |
| 6M | -64.8% | +0.7% | -65.5% | -64.5% |
| YTD | -27.6% | +8.7% | -36.3% | -34.2% |
| 1Y | -35.2% | +10.9% | -46.1% | -42.2% |
| 3Y | +137.1% | +75.0% | +62.1% | +22.2% |
| 5Y | +760.3% | +67.8% | +692.5% | +375.5% |
| All | +906.4% | +312.9% | +593.5% | +72.7% |
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