+116.5%
MODL vs SPY
+120.5%
-4.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.8% |
| 30D | -2.5% | -3.7% | +1.1% | +0.8% |
| 3M | -1.5% | -2.7% | +1.2% | +1.0% |
| 6M | +4.6% | +2.2% | +2.4% | +2.5% |
| YTD | +10.1% | +10.8% | -0.8% | +0.3% |
| 1Y | +10.8% | +11.2% | -0.4% | +0.7% |
| 3Y | +75.0% | +76.5% | -1.5% | +4.8% |
| All | +116.5% | +120.5% | -4.0% | +5.1% |
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