+57.1%
DIA vs MOD
+832.8%
-775.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.9% | -7.7% | +1.2% |
| 7D | +0.8% | -13.9% | +14.7% | +1.9% |
| 30D | +1.4% | -41.5% | +43.0% | +6.7% |
| 3M | -2.7% | -45.7% | +43.0% | +2.9% |
| 6M | +6.2% | -61.1% | +67.3% | +15.5% |
| YTD | +10.1% | -20.5% | +30.6% | +9.2% |
| 1Y | +13.0% | -32.1% | +45.1% | +13.7% |
| 3Y | +61.9% | +146.5% | -84.6% | +29.7% |
| 5Y | +57.1% | +812.7% | -755.7% | -1.2% |
| All | +57.1% | +832.8% | -775.7% | -1.2% |
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 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