+137.1%
MOD vs VSH
+6.8%
+130.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +2.2% |
| 7D | -25.5% | -12.9% | -12.6% | -18.9% |
| 30D | -49.0% | -36.9% | -12.1% | -32.9% |
| 3M | -49.8% | -28.8% | -21.1% | -39.6% |
| 6M | -64.8% | -30.3% | -34.5% | -58.9% |
| YTD | -27.6% | +62.4% | -90.0% | -51.9% |
| 1Y | -35.2% | +62.5% | -97.7% | -56.8% |
| 3Y | +137.1% | +7.4% | +129.7% | +118.9% |
| All | +137.1% | +6.8% | +130.3% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling