+788.7%
SPYM vs MOD
+223.2%
+565.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.5% |
| 7D | -2.7% | -25.5% | +22.9% | +1.1% |
| 30D | -5.4% | -49.0% | +43.6% | +3.7% |
| 3M | -4.1% | -49.8% | +45.8% | +4.9% |
| 6M | +0.8% | -64.8% | +65.5% | +14.8% |
| YTD | +8.8% | -27.6% | +36.4% | +9.9% |
| 1Y | +11.0% | -35.2% | +46.2% | +13.4% |
| 3Y | +75.5% | +137.1% | -61.6% | +39.7% |
| 5Y | +68.4% | +760.3% | -691.8% | +6.1% |
| 10Y | +316.1% | +938.8% | -622.7% | +125.9% |
| All | +788.7% | +223.2% | +565.5% | +343.7% |
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