-98.5%
MODD vs SPY
+79.4%
-177.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.8% |
| 7D | +1.8% | -0.9% | +2.7% | +3.6% |
| 30D | -36.6% | -2.4% | -34.2% | -34.9% |
| 3M | -15.6% | -1.2% | -14.5% | -14.0% |
| 6M | -55.5% | +3.3% | -58.8% | -55.6% |
| YTD | -84.4% | +12.3% | -96.7% | -85.1% |
| 1Y | -88.4% | +12.4% | -100.9% | -89.0% |
| 3Y | -95.4% | +78.8% | -174.2% | -96.3% |
| All | -98.5% | +79.4% | -177.8% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling