+444.2%
V vs MOD
+1,005.7%
-561.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.9% | -10.0% | -1.1% |
| 7D | -0.8% | -13.9% | +13.1% | +0.3% |
| 30D | +9.5% | -41.5% | +51.1% | +15.0% |
| 3M | +16.7% | -45.7% | +62.4% | +23.0% |
| 6M | +32.9% | -61.1% | +94.1% | +43.7% |
| YTD | +21.1% | -20.5% | +41.6% | +18.5% |
| 1Y | +26.6% | -32.1% | +58.8% | +25.7% |
| 3Y | +78.4% | +146.5% | -68.1% | +39.3% |
| 5Y | +105.5% | +812.7% | -707.3% | +26.0% |
| 10Y | +444.2% | +966.8% | -522.6% | +206.6% |
| All | +444.2% | +1,005.7% | -561.5% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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