-5.1%
DASH vs MOD
+677.8%
-682.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -8.1% |
| 7D | +0.5% | -34.2% | +34.7% | +7.5% |
| 30D | -7.1% | -51.9% | +44.8% | +5.4% |
| 3M | -13.2% | -53.0% | +39.8% | -1.6% |
| 6M | +8.3% | -66.4% | +74.6% | +28.4% |
| YTD | -20.6% | -31.5% | +11.0% | -22.1% |
| 1Y | -24.4% | -39.6% | +15.2% | -24.5% |
| 3Y | +94.5% | +116.8% | -22.3% | +23.4% |
| 5Y | -9.4% | +713.8% | -723.2% | -65.9% |
| All | -5.1% | +677.8% | -682.8% | -61.9% |
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