+59.1%
VNQ vs MOD
+1,504.3%
-1,445.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.4% | +6.3% | -6.7% | -1.1% |
| 30D | -2.5% | -1.7% | -0.9% | -2.5% |
| 3M | +1.4% | -30.1% | +31.5% | +4.7% |
| 6M | +4.6% | +2.7% | +1.9% | +2.3% |
| YTD | +10.5% | +44.1% | -33.5% | +3.1% |
| 1Y | +8.4% | +38.7% | -30.3% | +0.7% |
| 3Y | +32.4% | +309.8% | -277.4% | +0.2% |
| 5Y | +5.5% | +1,569.7% | -1,564.2% | -37.0% |
| 10Y | +59.1% | +1,520.5% | -1,461.4% | -18.4% |
| All | +59.1% | +1,504.3% | -1,445.2% | -18.4% |
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