+88.3%
DT vs MOD
+778.3%
-690.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +2.7% | +16.1% | -13.3% | +1.1% |
| 30D | -30.4% | -38.5% | +8.2% | -27.1% |
| 3M | -9.4% | -46.8% | +37.4% | -4.2% |
| 6M | +14.5% | -61.6% | +76.1% | +24.1% |
| YTD | +3.6% | -20.5% | +24.1% | +0.7% |
| 1Y | -3.4% | -28.0% | +24.6% | -5.4% |
| 3Y | -11.1% | +134.9% | -146.0% | -31.5% |
| 5Y | -39.5% | +833.2% | -872.6% | -63.7% |
| All | +88.3% | +778.3% | -690.1% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling