-17.2%
DASH vs MOD
-33.0%
+15.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -21.4% | +29.8% | +7.5% |
| 7D | +17.2% | -31.3% | +48.5% | +16.3% |
| 30D | +3.6% | -46.1% | +49.7% | +2.8% |
| 3M | -1.9% | -51.1% | +49.3% | -2.6% |
| 6M | +15.1% | -62.1% | +77.1% | +13.6% |
| YTD | -12.3% | -26.2% | +13.9% | -14.6% |
| 1Y | -17.2% | -32.6% | +15.3% | -20.5% |
| All | -17.2% | -33.0% | +15.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling