+1,530.3%
MOD vs SPY
+82.0%
+1,448.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.0% |
| 7D | +9.6% | +0.1% | +9.5% | +9.3% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | -35.4% | +2.0% | -37.4% | -36.8% |
| 6M | -7.3% | +13.0% | -20.3% | -23.1% |
| YTD | +45.8% | +13.5% | +32.3% | +20.1% |
| 1Y | +43.1% | +20.0% | +23.2% | +9.0% |
| 3Y | +297.7% | +77.2% | +220.5% | +85.7% |
| All | +1,530.3% | +82.0% | +1,448.3% | +620.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling