+304.7%
SPOT vs MOD
+373.6%
-68.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -2.4% |
| 7D | +1.6% | -25.5% | +27.2% | +4.2% |
| 30D | +17.6% | -49.0% | +66.6% | +25.2% |
| 3M | +26.9% | -49.8% | +76.7% | +34.8% |
| 6M | +41.8% | -64.8% | +106.6% | +55.0% |
| YTD | +3.8% | -27.6% | +31.5% | +1.6% |
| 1Y | -2.5% | -35.2% | +32.7% | -3.7% |
| 3Y | +260.6% | +137.1% | +123.4% | +180.8% |
| 5Y | +108.6% | +760.3% | -651.7% | +32.9% |
| All | +304.7% | +373.6% | -68.9% | +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