+307.9%
SPYM vs MOD
+920.5%
-612.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -0.6% | -17.8% | +17.3% | +1.6% |
| 30D | -3.7% | -43.2% | +39.6% | +3.3% |
| 3M | -2.7% | -46.0% | +43.3% | +4.7% |
| 6M | +2.2% | -62.2% | +64.5% | +14.5% |
| YTD | +10.9% | -22.8% | +33.7% | +10.9% |
| 1Y | +11.3% | -35.5% | +46.8% | +13.6% |
| 3Y | +76.8% | +128.2% | -51.4% | +42.6% |
| 5Y | +73.5% | +791.6% | -718.1% | +10.3% |
| 10Y | +307.9% | +886.3% | -578.4% | +140.2% |
| All | +307.9% | +920.5% | -612.6% | +140.2% |
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 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