+14.9%
DIA vs MOD
-33.0%
+47.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.5% | +4.3% |
| 7D | +1.6% | -31.3% | +32.9% | +3.7% |
| 30D | +4.1% | -46.1% | +50.2% | +8.1% |
| 3M | -1.0% | -51.1% | +50.1% | +3.3% |
| 6M | +9.7% | -62.1% | +71.7% | +16.0% |
| YTD | +12.2% | -26.2% | +38.3% | +12.7% |
| 1Y | +14.9% | -32.6% | +47.4% | +15.7% |
| All | +14.9% | -33.0% | +47.8% | +15.7% |
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