+85.2%
VNQ vs MOD
+920.5%
-835.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +2.2% | -17.8% | +20.0% | +3.9% |
| 30D | +7.1% | -43.2% | +50.3% | +13.1% |
| 3M | +0.8% | -46.0% | +46.9% | +6.7% |
| 6M | +2.2% | -62.2% | +64.5% | +11.5% |
| YTD | +12.8% | -22.8% | +35.6% | +11.6% |
| 1Y | +11.7% | -35.5% | +47.2% | +12.4% |
| 3Y | +44.5% | +128.2% | -83.8% | +15.6% |
| 5Y | +7.6% | +791.6% | -784.0% | -31.7% |
| 10Y | +85.2% | +886.3% | -801.1% | +2.6% |
| All | +85.2% | +920.5% | -835.3% | +2.6% |
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