+301.5%
MOD vs VO
+799.0%
-497.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.8% | -1.6% |
| 7D | -34.2% | -3.3% | -30.8% | -30.6% |
| 30D | -51.9% | -1.8% | -50.0% | -50.5% |
| 3M | -53.0% | -3.4% | -49.7% | -50.2% |
| 6M | -66.4% | +3.0% | -69.4% | -67.4% |
| YTD | -31.5% | +10.7% | -42.3% | -40.1% |
| 1Y | -39.6% | +11.8% | -51.4% | -47.4% |
| 3Y | +116.8% | +60.4% | +56.4% | +16.1% |
| 5Y | +713.8% | +33.6% | +680.2% | +481.5% |
| 10Y | +882.7% | +202.0% | +680.7% | +90.5% |
| All | +301.5% | +799.0% | -497.5% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling