-96.7%
MODD vs SPY
+81.4%
-178.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +6.4% | +0.1% | +6.2% | +6.3% |
| 30D | +83.1% | +0.1% | +83.0% | +82.8% |
| 3M | -26.3% | +2.0% | -28.2% | -27.0% |
| 6M | -35.4% | +13.0% | -48.5% | -39.4% |
| YTD | -66.3% | +13.5% | -79.8% | -68.4% |
| 1Y | -82.7% | +20.0% | -102.6% | -84.2% |
| 3Y | -89.4% | +77.2% | -166.6% | -91.5% |
| All | -96.7% | +81.4% | -178.1% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling