+67.3%
SPY vs MOD
+720.4%
-653.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -3.4% |
| 7D | -4.7% | -34.2% | +29.4% | +0.4% |
| 30D | -5.9% | -51.9% | +46.0% | +3.5% |
| 3M | -4.5% | -53.0% | +48.5% | +4.9% |
| 6M | +1.8% | -66.4% | +68.1% | +16.2% |
| YTD | +8.3% | -31.5% | +39.9% | +9.8% |
| 1Y | +9.3% | -39.6% | +48.9% | +12.3% |
| 3Y | +74.9% | +116.8% | -42.0% | +36.7% |
| 5Y | +67.3% | +713.8% | -646.5% | -3.3% |
| All | +67.3% | +720.4% | -653.1% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling