+8.3%
DIS vs MOD
-33.0%
+41.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.4% | +25.6% | +3.9% |
| 7D | +9.1% | -31.3% | +40.4% | +8.8% |
| 30D | +14.8% | -46.1% | +60.9% | +14.7% |
| 3M | +21.2% | -51.1% | +72.3% | +21.2% |
| 6M | +18.3% | -62.1% | +80.4% | +18.9% |
| YTD | +5.4% | -26.2% | +31.5% | +0.5% |
| 1Y | +8.3% | -32.6% | +40.8% | +2.5% |
| All | +8.3% | -33.0% | +41.2% | +2.5% |
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 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