+264.0%
SPOT vs MOD
+854.2%
-590.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.6% |
| 7D | -0.9% | +9.6% | -10.5% | -2.0% |
| 30D | +12.5% | 0.0% | +12.5% | +12.2% |
| 3M | +9.9% | -35.4% | +45.3% | +14.5% |
| 6M | +1.6% | -7.3% | +8.8% | 0.0% |
| YTD | -6.6% | +45.8% | -52.4% | -14.3% |
| 1Y | -22.9% | +43.1% | -66.1% | -29.8% |
| 3Y | +244.3% | +297.7% | -53.4% | +157.4% |
| 5Y | +117.8% | +1,478.8% | -1,360.9% | +31.3% |
| All | +264.0% | +854.2% | -590.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling