+1,082.7%
MOD vs VO
+36.2%
+1,046.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.8% |
| 7D | +40.4% | +3.1% | +37.3% | +33.4% |
| 30D | -14.0% | +2.2% | -16.2% | -17.3% |
| 3M | -33.3% | -2.5% | -30.8% | -29.9% |
| 6M | -51.4% | +7.0% | -58.4% | -56.0% |
| YTD | +1.6% | +14.0% | -12.4% | -16.2% |
| 1Y | +5.4% | +15.6% | -10.3% | -14.6% |
| 3Y | +191.0% | +66.2% | +124.8% | +52.8% |
| All | +1,082.7% | +36.2% | +1,046.5% | +661.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling