+57.7%
DIA vs MOD
+815.4%
-757.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +1.6% | +16.1% | -14.5% | 0.0% |
| 30D | +1.2% | -38.5% | +39.8% | +5.9% |
| 3M | -2.4% | -46.8% | +44.4% | +3.4% |
| 6M | +5.7% | -61.6% | +67.3% | +15.1% |
| YTD | +9.9% | -20.5% | +30.5% | +9.0% |
| 1Y | +9.8% | -28.0% | +37.8% | +9.7% |
| 3Y | +59.8% | +134.9% | -75.2% | +28.9% |
| 5Y | +57.7% | +833.2% | -775.5% | -1.5% |
| All | +57.7% | +815.4% | -757.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling