-42.2%
DT vs MOD
+832.8%
-875.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.9% | -8.7% | +0.4% |
| 7D | -20.2% | -13.9% | -6.3% | -19.5% |
| 30D | -30.8% | -41.5% | +10.8% | -27.8% |
| 3M | -10.2% | -45.7% | +35.5% | -6.1% |
| 6M | +8.0% | -61.1% | +69.2% | +15.5% |
| YTD | +1.5% | -20.5% | +21.9% | -2.3% |
| 1Y | -6.9% | -32.1% | +25.2% | -8.9% |
| 3Y | -10.9% | +146.5% | -157.4% | -36.1% |
| 5Y | -42.2% | +812.7% | -854.9% | -71.4% |
| All | -42.2% | +832.8% | -875.0% | -71.4% |
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