+11.7%
DASH vs MOD
+1,556.7%
-1,545.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.3% | -8.9% | -5.5% |
| 7D | -10.6% | +9.6% | -20.2% | -12.2% |
| 30D | +2.2% | 0.0% | +2.1% | +1.8% |
| 3M | +32.3% | -35.4% | +67.6% | +42.3% |
| 6M | +19.1% | -7.3% | +26.4% | +15.9% |
| YTD | -6.5% | +45.8% | -52.3% | -19.5% |
| 1Y | -14.9% | +43.1% | -58.0% | -27.5% |
| 3Y | +151.9% | +297.7% | -145.7% | +45.9% |
| 5Y | +9.4% | +1,478.8% | -1,469.3% | -63.5% |
| All | +11.7% | +1,556.7% | -1,545.0% | -60.6% |
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