-10.1%
DIS vs MOD
+45.0%
-55.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.8% |
| 7D | -2.6% | +9.6% | -12.2% | -2.7% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | +6.8% | -35.4% | +42.2% | +8.5% |
| 6M | +3.0% | -7.3% | +10.3% | +2.0% |
| YTD | -6.7% | +45.8% | -52.5% | -10.1% |
| 1Y | -10.1% | +43.1% | -53.2% | -12.3% |
| All | -10.1% | +45.0% | -55.1% | -12.3% |
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