-5.2%
DASH vs MOD
+722.2%
-727.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.9% | -1.2% |
| 7D | +0.4% | -25.5% | +25.9% | +5.0% |
| 30D | -6.0% | -49.0% | +43.0% | +5.4% |
| 3M | -15.8% | -49.8% | +34.1% | -5.7% |
| 6M | +7.0% | -64.8% | +71.7% | +25.8% |
| YTD | -20.7% | -27.6% | +7.0% | -23.1% |
| 1Y | -8.5% | -35.2% | +26.7% | -10.0% |
| 3Y | +101.8% | +137.1% | -35.4% | +25.5% |
| 5Y | -9.6% | +760.3% | -769.9% | -66.3% |
| All | -5.2% | +722.2% | -727.4% | -62.4% |
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