+1,082.7%
MOD vs SPYG
+67.3%
+1,015.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.9% | +28.8% | +29.2% |
| 7D | +40.4% | +2.3% | +38.1% | +35.7% |
| 30D | -14.0% | -6.5% | -7.5% | -5.1% |
| 3M | -33.3% | -6.8% | -26.5% | -25.5% |
| 6M | -51.4% | -3.1% | -48.3% | -47.7% |
| YTD | +1.6% | +8.0% | -6.4% | -5.8% |
| 1Y | +5.4% | +10.2% | -4.8% | -4.3% |
| 3Y | +191.0% | +91.0% | +100.0% | +50.7% |
| All | +1,082.7% | +67.3% | +1,015.5% | +528.5% |
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