+82.3%
DT vs MOD
+753.2%
-670.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -7.5% | -17.8% | +10.3% | -6.0% |
| 30D | -31.5% | -43.2% | +11.7% | -27.8% |
| 3M | -14.0% | -46.0% | +32.0% | -9.2% |
| 6M | +6.9% | -62.2% | +69.1% | +16.0% |
| YTD | +0.3% | -22.8% | +23.1% | -2.1% |
| 1Y | -6.9% | -35.5% | +28.6% | -7.5% |
| 3Y | -13.9% | +128.2% | -142.1% | -33.4% |
| 5Y | -39.9% | +791.6% | -831.5% | -63.8% |
| All | +82.3% | +753.2% | -670.9% | -11.5% |
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