+1,535.8%
MOD vs VSH
+173.5%
+1,362.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +1.3% |
| 7D | +9.6% | +4.1% | +5.5% | +6.5% |
| 30D | 0.0% | -4.2% | +4.2% | +2.4% |
| 3M | -35.4% | -50.0% | +14.6% | +0.3% |
| 6M | -7.3% | +80.2% | -87.5% | -43.3% |
| YTD | +45.8% | +121.1% | -75.3% | -23.6% |
| 1Y | +43.1% | +112.0% | -68.9% | -23.3% |
| 3Y | +297.7% | +22.5% | +275.1% | +203.4% |
| 5Y | +1,478.8% | +64.0% | +1,414.7% | +857.0% |
| All | +1,535.8% | +173.5% | +1,362.3% | +531.3% |
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