+137.1%
MOD vs SPYG
+90.1%
+47.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.0% |
| 7D | -25.5% | -3.6% | -21.9% | -20.7% |
| 30D | -49.0% | -11.2% | -37.8% | -35.9% |
| 3M | -49.8% | -8.1% | -41.8% | -40.7% |
| 6M | -64.8% | -3.3% | -61.5% | -61.4% |
| YTD | -27.6% | +5.5% | -33.2% | -32.6% |
| 1Y | -35.2% | +7.0% | -42.2% | -40.3% |
| 3Y | +137.1% | +89.5% | +47.6% | -4.3% |
| All | +137.1% | +90.1% | +47.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling