+767.8%
MOD vs VO
+827.2%
-59.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.6% |
| 7D | +9.6% | -0.3% | +9.9% | +10.0% |
| 30D | 0.0% | -0.3% | +0.4% | +0.8% |
| 3M | -35.4% | +2.9% | -38.3% | -37.7% |
| 6M | -7.3% | +9.3% | -16.6% | -17.5% |
| YTD | +45.8% | +14.2% | +31.6% | +21.3% |
| 1Y | +43.1% | +15.3% | +27.9% | +18.7% |
| 3Y | +297.7% | +56.2% | +241.4% | +122.4% |
| 5Y | +1,478.8% | +42.4% | +1,436.3% | +916.2% |
| 10Y | +1,633.4% | +194.7% | +1,438.6% | +250.7% |
| All | +767.8% | +827.2% | -59.4% | -65.4% |
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