-32.6%
MOD vs VO
+16.3%
-48.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.9% | -22.3% | -23.9% |
| 7D | -31.3% | +1.0% | -32.3% | -33.7% |
| 30D | -46.1% | +2.6% | -48.7% | -50.4% |
| 3M | -51.1% | -0.3% | -50.9% | -50.6% |
| 6M | -62.1% | +7.6% | -69.6% | -68.9% |
| YTD | -26.2% | +14.7% | -40.9% | -49.8% |
| 1Y | -32.6% | +16.4% | -49.0% | -54.8% |
| All | -32.6% | +16.3% | -48.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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