+810.7%
MOD vs VSH
+124.9%
+685.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +2.6% |
| 7D | +16.1% | +26.2% | -10.1% | -1.1% |
| 30D | -38.5% | -12.5% | -26.0% | -33.2% |
| 3M | -46.8% | -16.9% | -29.9% | -41.3% |
| 6M | -61.6% | -17.0% | -44.6% | -60.0% |
| YTD | -20.5% | +93.8% | -114.4% | -55.5% |
| 1Y | -28.0% | +99.3% | -127.4% | -60.4% |
| 3Y | +134.9% | +35.0% | +99.9% | +62.0% |
| 5Y | +833.2% | +45.8% | +787.3% | +500.0% |
| All | +810.7% | +124.9% | +685.9% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling