+906.4%
MOD vs VSH
+95.6%
+810.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +1.9% |
| 7D | -25.5% | -12.9% | -12.6% | -18.2% |
| 30D | -49.0% | -36.9% | -12.1% | -30.8% |
| 3M | -49.8% | -28.8% | -21.1% | -38.5% |
| 6M | -64.8% | -30.3% | -34.5% | -58.6% |
| YTD | -27.6% | +62.4% | -90.0% | -54.1% |
| 1Y | -35.2% | +62.5% | -97.7% | -58.9% |
| 3Y | +137.1% | +7.4% | +129.7% | +91.8% |
| 5Y | +760.3% | +25.4% | +734.9% | +513.5% |
| All | +906.4% | +95.6% | +810.8% | +477.5% |
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