+6.8%
DIS vs MOD
-37.4%
+44.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -1.5% |
| 7D | +5.7% | -34.2% | +39.8% | +5.3% |
| 30D | +12.7% | -51.9% | +64.6% | +12.5% |
| 3M | +15.2% | -53.0% | +68.2% | +15.0% |
| 6M | +17.6% | -66.4% | +83.9% | +18.5% |
| YTD | +3.8% | -31.5% | +35.4% | -1.1% |
| 1Y | +6.8% | -39.6% | +46.3% | +1.6% |
| All | +6.8% | -37.4% | +44.2% | +1.6% |
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 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