-7.3%
MOD vs VEU
+11.6%
-18.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.1% |
| 7D | +9.6% | +1.1% | +8.4% | +6.8% |
| 30D | 0.0% | +2.2% | -2.2% | -4.5% |
| 3M | -35.4% | +3.0% | -38.4% | -38.6% |
| 6M | -7.3% | +10.9% | -18.1% | -22.9% |
| All | -7.3% | +11.6% | -18.9% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling