+78.7%
VNQ vs MOD
+1,079.7%
-1,001.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -2.9% |
| 7D | +0.8% | +40.4% | -39.6% | -3.2% |
| 30D | +6.8% | -14.0% | +20.8% | +7.5% |
| 3M | -1.3% | -33.3% | +32.0% | +1.9% |
| 6M | +2.4% | -51.4% | +53.8% | +8.4% |
| YTD | +12.1% | +1.6% | +10.5% | +7.4% |
| 1Y | +12.0% | +5.4% | +6.6% | +6.3% |
| 3Y | +44.8% | +191.0% | -146.2% | +12.6% |
| 5Y | +6.9% | +1,093.1% | -1,086.3% | -34.5% |
| All | +78.7% | +1,079.7% | -1,001.0% | -4.3% |
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