+249.7%
SPOT vs MOD
+135.8%
+113.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.6% | +16.1% | -18.7% | -3.2% |
| 30D | +13.5% | -38.5% | +52.0% | +16.0% |
| 3M | +22.2% | -46.8% | +69.1% | +25.8% |
| 6M | +38.3% | -61.6% | +99.9% | +45.0% |
| YTD | +3.1% | -20.5% | +23.6% | -2.3% |
| 1Y | -7.6% | -28.0% | +20.4% | -11.7% |
| All | +249.7% | +135.8% | +113.9% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling