+235.3%
DIA vs MOD
+881.6%
-646.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +0.9% | -17.8% | +18.7% | +2.9% |
| 30D | +1.1% | -43.2% | +44.3% | +7.9% |
| 3M | -2.9% | -46.0% | +43.2% | +3.9% |
| 6M | +5.9% | -62.2% | +68.1% | +17.5% |
| YTD | +9.8% | -22.8% | +32.6% | +9.3% |
| 1Y | +11.7% | -35.5% | +47.2% | +13.4% |
| 3Y | +59.5% | +128.2% | -68.7% | +27.2% |
| 5Y | +57.5% | +791.6% | -734.1% | -2.7% |
| All | +235.3% | +881.6% | -646.3% | +87.7% |
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 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