+254.8%
SPOT vs MOD
+842.9%
-588.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | -2.9% | +6.3% | -9.2% | -3.6% |
| 30D | +8.3% | -1.7% | +10.0% | +8.2% |
| 3M | +5.1% | -30.1% | +35.2% | +8.4% |
| 6M | -6.5% | +2.7% | -9.2% | -9.1% |
| YTD | -9.0% | +44.1% | -53.0% | -16.3% |
| 1Y | -26.4% | +38.7% | -65.1% | -32.7% |
| 3Y | +240.0% | +309.8% | -69.8% | +153.3% |
| 5Y | +111.7% | +1,569.7% | -1,458.0% | +26.9% |
| All | +254.8% | +842.9% | -588.1% | +98.4% |
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