+4.3%
DT vs MOD
+45.0%
-40.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.2% |
| 7D | -3.3% | +9.6% | -12.9% | -2.3% |
| 30D | +2.0% | 0.0% | +2.0% | +2.1% |
| 3M | +20.0% | -35.4% | +55.4% | +15.8% |
| 6M | +39.3% | -7.3% | +46.6% | +39.9% |
| YTD | +19.8% | +45.8% | -26.1% | +25.7% |
| 1Y | +4.3% | +43.1% | -38.9% | +13.7% |
| All | +4.3% | +45.0% | -40.7% | +13.7% |
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