+395.3%
VNQ vs MOD
+279.6%
+115.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.7% |
| 7D | +1.9% | -25.5% | +27.5% | +7.4% |
| 30D | +7.9% | -49.0% | +56.9% | +22.7% |
| 3M | -1.5% | -49.8% | +48.3% | +11.6% |
| 6M | +0.3% | -64.8% | +65.1% | +20.1% |
| YTD | +11.3% | -27.6% | +38.9% | +11.0% |
| 1Y | +11.8% | -35.2% | +47.0% | +13.2% |
| 3Y | +40.8% | +137.1% | -96.3% | -5.9% |
| 5Y | +5.7% | +760.3% | -754.5% | -52.3% |
| 10Y | +80.9% | +938.8% | -857.9% | -39.3% |
| All | +395.3% | +279.6% | +115.7% | +55.3% |
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 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