-32.6%
MOD vs VEU
+17.0%
-49.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.0% | -23.4% | -25.7% |
| 7D | -31.3% | +0.2% | -31.5% | -32.3% |
| 30D | -46.1% | -2.1% | -44.0% | -43.7% |
| 3M | -51.1% | -2.7% | -48.4% | -48.0% |
| 6M | -62.1% | +3.2% | -65.3% | -63.6% |
| YTD | -26.2% | +12.6% | -38.7% | -46.3% |
| 1Y | -32.6% | +17.1% | -49.7% | -55.8% |
| All | -32.6% | +17.0% | -49.6% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling