+308.8%
SPOT vs MOD
+422.9%
-114.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | -3.0% | +8.2% | -11.2% | -3.8% |
| 30D | +15.2% | -38.2% | +53.4% | +20.2% |
| 3M | +21.6% | -46.2% | +67.8% | +28.3% |
| 6M | +45.2% | -62.5% | +107.7% | +57.9% |
| YTD | +4.9% | -20.1% | +25.0% | +1.6% |
| 1Y | -4.8% | -29.7% | +24.9% | -6.6% |
| 3Y | +256.3% | +136.2% | +120.0% | +178.6% |
| 5Y | +120.2% | +820.4% | -700.2% | +39.3% |
| All | +308.8% | +422.9% | -114.1% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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