+1,142.3%
VST vs MOD
+915.9%
+226.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.8% |
| 7D | +10.9% | +8.2% | +2.7% | +8.7% |
| 30D | -15.6% | -38.2% | +22.6% | -4.0% |
| 3M | -7.8% | -46.2% | +38.4% | +8.4% |
| 6M | -12.0% | -62.5% | +50.6% | +12.4% |
| YTD | -16.9% | -20.1% | +3.2% | -14.7% |
| 1Y | -25.1% | -29.7% | +4.6% | -21.0% |
| 3Y | +297.1% | +136.2% | +160.9% | +239.5% |
| 5Y | +641.9% | +820.4% | -178.4% | +400.0% |
| 10Y | +1,142.3% | +839.8% | +302.5% | +632.1% |
| All | +1,142.3% | +915.9% | +226.4% | +632.1% |
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