+308.8%
SPOT vs MOD
+420.3%
-111.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | 0.0% |
| 7D | +2.5% | -13.9% | +16.5% | +3.6% |
| 30D | +15.1% | -41.5% | +56.6% | +20.8% |
| 3M | +24.8% | -45.7% | +70.5% | +31.5% |
| 6M | +45.8% | -61.1% | +106.9% | +57.7% |
| YTD | +4.9% | -20.5% | +25.4% | +1.6% |
| 1Y | -1.3% | -32.1% | +30.9% | -2.8% |
| 3Y | +257.7% | +146.5% | +111.2% | +178.0% |
| 5Y | +118.5% | +812.7% | -694.2% | +38.4% |
| All | +308.8% | +420.3% | -111.6% | +141.0% |
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