+2,947.4%
SPY vs MOD
+624.7%
+2,322.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -3.2% |
| 7D | -4.7% | -34.2% | +29.4% | +1.5% |
| 30D | -5.9% | -51.9% | +46.0% | +5.3% |
| 3M | -4.5% | -53.0% | +48.5% | +6.8% |
| 6M | +1.8% | -66.4% | +68.1% | +18.9% |
| YTD | +8.3% | -31.5% | +39.9% | +10.6% |
| 1Y | +9.3% | -39.6% | +48.9% | +13.3% |
| 3Y | +74.9% | +116.8% | -42.0% | +36.9% |
| 5Y | +67.3% | +713.8% | -646.5% | -0.3% |
| 10Y | +311.6% | +882.7% | -571.1% | +106.3% |
| All | +2,947.4% | +624.7% | +2,322.7% | +1,115.2% |
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