+474.5%
VRTX vs MOD
+920.5%
-445.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | +3.2% | -17.8% | +21.1% | +3.7% |
| 30D | +7.4% | -43.2% | +50.6% | +9.0% |
| 3M | +4.6% | -46.0% | +50.6% | +6.2% |
| 6M | +27.5% | -62.2% | +89.7% | +30.5% |
| YTD | +20.9% | -22.8% | +43.7% | +20.3% |
| 1Y | +30.1% | -35.5% | +65.6% | +30.2% |
| 3Y | +46.6% | +128.2% | -81.6% | +37.1% |
| 5Y | +191.6% | +791.6% | -600.0% | +155.6% |
| 10Y | +474.5% | +886.3% | -411.8% | +408.1% |
| All | +474.5% | +920.5% | -445.9% | +408.1% |
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 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