+307.3%
SPY vs MOD
+1,005.7%
-698.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.9% | -7.5% | +1.0% |
| 7D | +0.1% | -13.9% | +14.0% | +1.6% |
| 30D | -3.3% | -41.5% | +38.2% | +3.4% |
| 3M | -2.4% | -45.7% | +43.3% | +5.0% |
| 6M | +2.6% | -61.1% | +63.7% | +14.5% |
| YTD | +11.2% | -20.5% | +31.7% | +10.7% |
| 1Y | +13.4% | -32.1% | +45.5% | +14.9% |
| 3Y | +79.9% | +146.5% | -66.6% | +43.4% |
| 5Y | +72.2% | +812.7% | -740.5% | +9.1% |
| 10Y | +307.3% | +966.8% | -659.5% | +137.3% |
| All | +307.3% | +1,005.7% | -698.4% | +137.3% |
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 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