+828.4%
SPYM vs MOD
+556.6%
+271.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.0% |
| 7D | +0.1% | +9.6% | -9.5% | -1.3% |
| 30D | +0.1% | 0.0% | 0.0% | -0.1% |
| 3M | +2.0% | -35.4% | +37.4% | +7.9% |
| 6M | +13.1% | -7.3% | +20.3% | +12.3% |
| YTD | +13.6% | +45.8% | -32.2% | +4.7% |
| 1Y | +20.1% | +43.1% | -23.1% | +9.9% |
| 3Y | +77.6% | +297.7% | -220.1% | +32.0% |
| 5Y | +82.5% | +1,478.8% | -1,396.2% | +6.1% |
| 10Y | +317.6% | +1,633.4% | -1,315.8% | +112.3% |
| All | +828.4% | +556.6% | +271.8% | +322.2% |
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