+1,530.3%
MOD vs SPYG
+85.0%
+1,445.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.0% |
| 30D | 0.0% | -0.4% | +0.5% | +0.8% |
| 3M | -35.4% | +0.5% | -35.9% | -35.0% |
| 6M | -7.3% | +17.5% | -24.7% | -23.8% |
| YTD | +45.8% | +14.3% | +31.5% | +23.9% |
| 1Y | +43.1% | +21.7% | +21.4% | +13.4% |
| 3Y | +297.7% | +98.6% | +199.1% | +95.5% |
| All | +1,530.3% | +85.0% | +1,445.3% | +701.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling