+311.1%
SPY vs MOD
+915.9%
-604.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -0.9% | +8.2% | -9.1% | -2.1% |
| 30D | -2.4% | -38.2% | +35.8% | +3.6% |
| 3M | -1.2% | -46.2% | +45.1% | +6.5% |
| 6M | +3.3% | -62.5% | +65.8% | +15.9% |
| YTD | +12.3% | -20.1% | +32.4% | +11.7% |
| 1Y | +12.4% | -29.7% | +42.1% | +13.4% |
| 3Y | +78.8% | +136.2% | -57.4% | +43.3% |
| 5Y | +75.2% | +820.4% | -745.2% | +10.6% |
| 10Y | +311.1% | +839.8% | -528.7% | +137.1% |
| All | +311.1% | +915.9% | -604.8% | +137.1% |
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