+31.9%
DIS vs MOD
+1,079.7%
-1,047.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.2% | -2.9% |
| 7D | +1.9% | +40.4% | -38.5% | -2.9% |
| 30D | +9.2% | -14.0% | +23.2% | +10.0% |
| 3M | +13.5% | -33.3% | +46.9% | +17.8% |
| 6M | +14.3% | -51.4% | +65.7% | +22.4% |
| YTD | +5.4% | +1.6% | +3.8% | -0.5% |
| 1Y | +12.2% | +5.4% | +6.8% | +4.7% |
| 3Y | +37.2% | +191.0% | -153.8% | +1.3% |
| 5Y | -23.1% | +1,093.1% | -1,116.3% | -57.4% |
| All | +31.9% | +1,079.7% | -1,047.8% | -36.1% |
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