+624.7%
MOD vs SPY
+2,945.2%
-2,320.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -1.1% |
| 7D | -34.2% | -4.7% | -29.4% | -29.8% |
| 30D | -51.9% | -5.9% | -46.0% | -47.6% |
| 3M | -53.0% | -4.5% | -48.5% | -49.7% |
| 6M | -66.4% | +1.8% | -68.1% | -66.6% |
| YTD | -31.5% | +8.3% | -39.9% | -37.0% |
| 1Y | -39.6% | +9.3% | -48.9% | -44.6% |
| 3Y | +116.8% | +74.9% | +42.0% | +13.3% |
| 5Y | +713.8% | +67.3% | +646.5% | +359.1% |
| 10Y | +882.7% | +311.6% | +571.1% | +68.8% |
| All | +624.7% | +2,945.2% | -2,320.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling