+836.6%
MOD vs SPYG
+564.9%
+271.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.1% |
| 30D | 0.0% | -0.4% | +0.5% | +0.7% |
| 3M | -35.4% | +0.5% | -35.9% | -34.9% |
| 6M | -7.3% | +17.5% | -24.7% | -21.8% |
| YTD | +45.8% | +14.3% | +31.5% | +26.8% |
| 1Y | +43.1% | +21.7% | +21.4% | +16.9% |
| 3Y | +297.7% | +98.6% | +199.1% | +97.5% |
| 5Y | +1,478.8% | +85.1% | +1,393.6% | +737.0% |
| 10Y | +1,633.4% | +412.0% | +1,221.4% | +164.8% |
| All | +836.6% | +564.9% | +271.8% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling