+46.1%
DE vs MOD
-33.0%
+79.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +23.0% | +3.2% |
| 7D | +5.6% | -31.3% | +36.9% | +8.4% |
| 30D | -0.8% | -46.1% | +45.3% | +4.0% |
| 3M | +9.8% | -51.1% | +61.0% | +16.1% |
| 6M | +17.5% | -62.1% | +79.6% | +27.4% |
| YTD | +46.5% | -26.2% | +72.6% | +55.1% |
| 1Y | +46.1% | -32.6% | +78.7% | +54.2% |
| All | +46.1% | -33.0% | +79.1% | +54.2% |
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