+1,216.9%
VST vs MOD
+1,522.2%
-305.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.4% |
| 7D | +8.9% | +9.6% | -0.7% | +6.3% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | -2.7% | -35.4% | +32.6% | +8.1% |
| 6M | -8.4% | -7.3% | -1.1% | -8.4% |
| YTD | -7.2% | +45.8% | -53.0% | -18.7% |
| 1Y | -20.9% | +43.1% | -64.0% | -30.9% |
| 3Y | +384.0% | +297.7% | +86.3% | +254.6% |
| 5Y | +757.1% | +1,478.8% | -721.7% | +391.5% |
| All | +1,216.9% | +1,522.2% | -305.3% | +557.9% |
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