+392.5%
VNQ vs MOD
+675.2%
-282.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.6% |
| 7D | -1.3% | +9.6% | -10.8% | -3.2% |
| 30D | -2.9% | 0.0% | -3.0% | -3.2% |
| 3M | +0.8% | -35.4% | +36.2% | +8.8% |
| 6M | +2.5% | -7.3% | +9.7% | +0.5% |
| YTD | +10.6% | +45.8% | -35.2% | -3.1% |
| 1Y | +9.1% | +43.1% | -34.1% | -5.7% |
| 3Y | +31.0% | +297.7% | -266.6% | -20.0% |
| 5Y | +4.9% | +1,478.8% | -1,473.8% | -57.6% |
| 10Y | +59.5% | +1,633.4% | -1,573.9% | -50.5% |
| All | +392.5% | +675.2% | -282.6% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling