+1,502.9%
MOD vs SPY
+3,091.8%
-1,588.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | +9.6% | +0.1% | +9.5% | +9.4% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | -35.4% | +2.0% | -37.4% | -36.4% |
| 6M | -7.3% | +13.0% | -20.3% | -19.9% |
| YTD | +45.8% | +13.5% | +32.3% | +25.4% |
| 1Y | +43.1% | +20.0% | +23.2% | +15.4% |
| 3Y | +297.7% | +77.2% | +220.5% | +104.1% |
| 5Y | +1,478.8% | +81.9% | +1,396.9% | +690.5% |
| 10Y | +1,633.4% | +314.1% | +1,319.3% | +194.4% |
| All | +1,502.9% | +3,091.8% | -1,588.9% | -35.9% |
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