-90.2%
MODD vs SPY
+14.6%
-104.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -8.5% |
| 7D | -12.6% | -0.7% | -11.9% | -11.5% |
| 30D | -27.4% | -1.0% | -26.4% | -25.9% |
| 3M | -22.7% | -0.3% | -22.3% | -22.1% |
| 6M | -59.0% | +7.3% | -66.3% | -63.1% |
| YTD | -84.7% | +13.3% | -98.0% | -87.8% |
| 1Y | -90.2% | +14.8% | -105.0% | -92.0% |
| All | -90.2% | +14.6% | -104.8% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling