-23.9%
DIS vs MOD
+818.0%
-841.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | +0.6% | +8.2% | -7.6% | -0.3% |
| 30D | +10.3% | -38.2% | +48.4% | +15.3% |
| 3M | +15.6% | -46.2% | +61.8% | +22.3% |
| 6M | +15.1% | -62.5% | +77.7% | +25.9% |
| YTD | +6.0% | -20.1% | +26.1% | +3.0% |
| 1Y | +5.7% | -29.7% | +35.4% | +4.1% |
| 3Y | +39.8% | +136.2% | -96.4% | +3.4% |
| 5Y | -23.9% | +820.4% | -844.2% | -59.8% |
| All | -23.9% | +818.0% | -841.9% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling