+237.1%
DIA vs MOD
+915.9%
-678.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | -1.6% | +8.2% | -9.9% | -2.7% |
| 30D | +1.3% | -38.2% | +39.4% | +6.9% |
| 3M | -2.1% | -46.2% | +44.2% | +4.9% |
| 6M | +6.2% | -62.5% | +68.8% | +18.1% |
| YTD | +10.3% | -20.1% | +30.4% | +9.4% |
| 1Y | +11.0% | -29.7% | +40.7% | +11.4% |
| 3Y | +60.4% | +136.2% | -75.8% | +27.3% |
| 5Y | +59.1% | +820.4% | -761.3% | -2.1% |
| 10Y | +237.1% | +839.8% | -602.8% | +87.8% |
| All | +237.1% | +915.9% | -678.8% | +87.8% |
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