+4.8%
DASH vs MOD
+738.8%
-734.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -21.4% | +29.8% | +12.2% |
| 7D | +17.2% | -31.3% | +48.5% | +24.3% |
| 30D | +3.6% | -46.1% | +49.7% | +14.9% |
| 3M | -1.9% | -51.1% | +49.3% | +10.4% |
| 6M | +15.1% | -62.1% | +77.1% | +33.1% |
| YTD | -12.3% | -26.2% | +13.9% | -15.3% |
| 1Y | -17.2% | -32.6% | +15.3% | -19.2% |
| 3Y | +114.7% | +133.8% | -19.1% | +34.3% |
| 5Y | -4.3% | +792.8% | -797.0% | -64.5% |
| All | +4.8% | +738.8% | -734.0% | -58.6% |
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 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