+966.8%
MOD vs SPYG
+401.0%
+565.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +6.5% |
| 7D | -13.9% | 0.0% | -13.9% | -14.1% |
| 30D | -41.5% | -8.4% | -33.1% | -34.4% |
| 3M | -45.7% | -6.2% | -39.5% | -40.6% |
| 6M | -61.1% | -1.8% | -59.4% | -59.1% |
| YTD | -20.5% | +8.4% | -28.9% | -25.4% |
| 1Y | -32.1% | +10.1% | -42.2% | -36.8% |
| 3Y | +146.5% | +94.9% | +51.5% | +33.4% |
| 5Y | +812.7% | +68.5% | +744.3% | +469.4% |
| 10Y | +966.8% | +392.2% | +574.6% | +114.7% |
| All | +966.8% | +401.0% | +565.8% | +114.7% |
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