+34.7%
DIS vs MOD
+857.0%
-822.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.5% |
| 7D | +5.7% | -34.2% | +39.8% | +11.0% |
| 30D | +12.7% | -51.9% | +64.6% | +23.1% |
| 3M | +15.2% | -53.0% | +68.2% | +25.7% |
| 6M | +17.6% | -66.4% | +83.9% | +32.6% |
| YTD | +3.8% | -31.5% | +35.4% | +3.7% |
| 1Y | +6.8% | -39.6% | +46.3% | +8.1% |
| 3Y | +42.1% | +116.8% | -74.7% | +9.0% |
| 5Y | -31.2% | +713.8% | -745.0% | -59.8% |
| All | +34.7% | +857.0% | -822.2% | -32.6% |
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