+996.4%
VST vs MOD
+857.0%
+139.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -4.2% |
| 7D | -19.9% | -34.2% | +14.2% | -10.3% |
| 30D | -29.7% | -51.9% | +22.2% | -14.4% |
| 3M | -19.6% | -53.0% | +33.5% | -2.0% |
| 6M | -29.4% | -66.4% | +37.0% | -7.2% |
| YTD | -29.7% | -31.5% | +1.8% | -24.8% |
| 1Y | -40.0% | -39.6% | -0.5% | -34.2% |
| 3Y | +231.0% | +116.8% | +114.2% | +191.7% |
| 5Y | +500.1% | +713.8% | -213.7% | +318.6% |
| All | +996.4% | +857.0% | +139.4% | +564.5% |
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