+1,520.5%
MOD vs SPYG
+410.1%
+1,110.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +6.3% | +1.2% | +5.1% | +4.8% |
| 30D | -1.7% | -1.6% | -0.1% | +0.4% |
| 3M | -30.1% | +3.4% | -33.5% | -32.1% |
| 6M | +2.7% | +18.9% | -16.2% | -14.7% |
| YTD | +44.1% | +13.8% | +30.3% | +26.0% |
| 1Y | +38.7% | +20.6% | +18.1% | +14.7% |
| 3Y | +309.8% | +100.5% | +209.3% | +111.3% |
| 5Y | +1,569.7% | +84.6% | +1,485.1% | +825.2% |
| 10Y | +1,520.5% | +410.8% | +1,109.7% | +167.3% |
| All | +1,520.5% | +410.1% | +1,110.4% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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