+156.9%
VEA vs MOD
+920.5%
-763.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | 0.0% | -17.8% | +17.8% | +2.0% |
| 30D | -1.4% | -43.2% | +41.8% | +5.2% |
| 3M | -4.1% | -46.0% | +41.9% | +2.7% |
| 6M | -1.3% | -62.2% | +60.9% | +9.7% |
| YTD | +12.1% | -22.8% | +34.9% | +12.8% |
| 1Y | +16.1% | -35.5% | +51.5% | +18.9% |
| 3Y | +73.0% | +128.2% | -55.2% | +42.0% |
| 5Y | +55.1% | +791.6% | -736.5% | +1.7% |
| 10Y | +156.9% | +886.3% | -729.4% | +54.7% |
| All | +156.9% | +920.5% | -763.6% | +54.7% |
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