-33.5%
MOD vs SPY
+12.3%
-45.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +3.3% |
| 7D | -13.9% | +0.1% | -14.0% | -15.6% |
| 30D | -41.5% | -3.3% | -38.2% | -35.6% |
| 3M | -45.7% | -2.4% | -43.3% | -41.6% |
| 6M | -61.1% | +2.6% | -63.7% | -63.3% |
| YTD | -20.5% | +11.2% | -31.7% | -41.0% |
| All | -33.5% | +12.3% | -45.9% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling