+906.4%
MOD vs VEU
+139.4%
+767.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | -25.5% | -1.6% | -23.9% | -24.2% |
| 30D | -49.0% | -4.3% | -44.7% | -45.5% |
| 3M | -49.8% | -5.8% | -44.0% | -44.8% |
| 6M | -64.8% | -4.4% | -60.4% | -61.4% |
| YTD | -27.6% | +8.7% | -36.3% | -33.9% |
| 1Y | -35.2% | +12.6% | -47.8% | -43.5% |
| 3Y | +137.1% | +65.2% | +71.9% | +23.3% |
| 5Y | +760.3% | +45.5% | +714.7% | +445.1% |
| All | +906.4% | +139.4% | +767.0% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling