-43.0%
DT vs MOD
+748.9%
-791.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.1% |
| 7D | -24.7% | -25.5% | +0.8% | -23.0% |
| 30D | -27.4% | -49.0% | +21.6% | -23.4% |
| 3M | -11.1% | -49.8% | +38.7% | -6.4% |
| 6M | +13.7% | -64.8% | +78.5% | +22.6% |
| YTD | +0.2% | -27.6% | +27.9% | -2.7% |
| 1Y | -5.7% | -35.2% | +29.5% | -7.7% |
| 3Y | -8.1% | +137.1% | -145.3% | -34.3% |
| All | -43.0% | +748.9% | -791.9% | -71.7% |
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 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