-32.6%
MOD vs VSH
+62.1%
-94.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.1% | -16.4% | -18.5% |
| 7D | -31.3% | -13.6% | -17.7% | -25.0% |
| 30D | -46.1% | -30.4% | -15.8% | -33.9% |
| 3M | -51.1% | -33.3% | -17.9% | -39.8% |
| 6M | -62.1% | -15.1% | -47.0% | -60.1% |
| YTD | -26.2% | +80.2% | -106.4% | -52.0% |
| 1Y | -32.6% | +63.4% | -95.9% | -53.4% |
| All | -32.6% | +62.1% | -94.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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