-33.5%
MOD vs VSH
+83.5%
-117.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.4% | -3.6% | +1.9% |
| 7D | -13.9% | +3.5% | -17.4% | -15.6% |
| 30D | -41.5% | -22.4% | -19.1% | -32.6% |
| 3M | -45.7% | -25.2% | -20.6% | -37.0% |
| 6M | -61.1% | -22.5% | -38.6% | -57.3% |
| YTD | -20.5% | +84.2% | -104.7% | -53.2% |
| All | -33.5% | +83.5% | -117.0% | -59.7% |
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