+36.0%
DIS vs MOD
+148.6%
-112.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.8% | +1.4% |
| 7D | +5.3% | -13.9% | +19.3% | +6.0% |
| 30D | +10.2% | -41.5% | +51.8% | +13.9% |
| 3M | +13.5% | -45.7% | +59.3% | +17.7% |
| 6M | +11.1% | -61.1% | +72.2% | +17.7% |
| YTD | +5.5% | -20.5% | +26.0% | +2.5% |
| 1Y | +9.1% | -32.1% | +41.2% | +7.5% |
| 3Y | +36.0% | +146.5% | -110.5% | +4.0% |
| All | +36.0% | +148.6% | -112.6% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling