+7.2%
DIS vs MOD
-37.3%
+44.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.3% |
| 7D | +5.2% | -25.5% | +30.8% | +4.9% |
| 30D | +11.5% | -49.0% | +60.5% | +11.4% |
| 3M | +11.5% | -49.8% | +61.3% | +11.4% |
| 6M | +8.9% | -64.8% | +73.6% | +9.9% |
| YTD | +3.4% | -27.6% | +31.0% | -1.3% |
| 1Y | +7.2% | -35.2% | +42.4% | +1.9% |
| All | +7.2% | -37.3% | +44.5% | +1.9% |
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