+311.1%
SPOT vs MOD
+565.0%
-253.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +27.9% | -25.5% | -0.4% |
| 7D | +1.6% | +40.4% | -38.8% | -2.2% |
| 30D | +16.9% | -14.0% | +30.9% | +17.6% |
| 3M | +23.0% | -33.3% | +56.3% | +26.6% |
| 6M | +42.2% | -51.4% | +93.6% | +50.1% |
| YTD | +5.5% | +1.6% | +3.9% | -0.6% |
| 1Y | -5.1% | +5.4% | -10.5% | -11.4% |
| 3Y | +257.9% | +191.0% | +66.9% | +173.7% |
| 5Y | +118.4% | +1,093.1% | -974.8% | +34.2% |
| All | +311.1% | +565.0% | -253.9% | +135.8% |
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