+1,530.3%
MOD vs VEU
+56.2%
+1,474.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.4% |
| 7D | +9.6% | +1.1% | +8.4% | +7.4% |
| 30D | 0.0% | +2.2% | -2.2% | -3.4% |
| 3M | -35.4% | +3.0% | -38.4% | -37.5% |
| 6M | -7.3% | +10.9% | -18.1% | -19.8% |
| YTD | +45.8% | +18.2% | +27.6% | +13.6% |
| 1Y | +43.1% | +28.3% | +14.9% | -1.4% |
| 3Y | +297.7% | +74.6% | +223.1% | +75.7% |
| All | +1,530.3% | +56.2% | +1,474.1% | +692.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling