+84.4%
DT vs MOD
+778.7%
-694.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.9% | -8.7% | +0.2% |
| 7D | -20.2% | -13.9% | -6.3% | -19.3% |
| 30D | -30.8% | -41.5% | +10.8% | -27.2% |
| 3M | -10.2% | -45.7% | +35.5% | -5.2% |
| 6M | +8.0% | -61.1% | +69.2% | +16.9% |
| YTD | +1.5% | -20.5% | +21.9% | -1.4% |
| 1Y | -6.9% | -32.1% | +25.2% | -8.1% |
| 3Y | -10.9% | +146.5% | -157.4% | -31.8% |
| 5Y | -42.2% | +812.7% | -854.9% | -65.2% |
| All | +84.4% | +778.7% | -694.4% | -10.8% |
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 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