+966.8%
MOD vs VSH
+128.2%
+838.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.4% | -3.6% | +0.8% |
| 7D | -13.9% | +3.5% | -17.4% | -15.9% |
| 30D | -41.5% | -22.4% | -19.1% | -30.9% |
| 3M | -45.7% | -25.2% | -20.6% | -35.5% |
| 6M | -61.1% | -22.5% | -38.6% | -57.4% |
| YTD | -20.5% | +84.2% | -104.7% | -53.7% |
| 1Y | -32.1% | +87.1% | -119.2% | -60.8% |
| 3Y | +146.5% | +31.7% | +114.8% | +73.2% |
| 5Y | +812.7% | +42.6% | +770.2% | +496.6% |
| 10Y | +966.8% | +116.6% | +850.2% | +462.1% |
| All | +966.8% | +128.2% | +838.6% | +462.1% |
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