-34.9%
VST vs MOD
-33.0%
-1.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -21.4% | +7.6% | -6.8% |
| 7D | -15.7% | -31.3% | +15.6% | -5.1% |
| 30D | -17.0% | -46.1% | +29.1% | +0.4% |
| 3M | -15.9% | -51.1% | +35.3% | +3.8% |
| 6M | -25.0% | -62.1% | +37.1% | -1.7% |
| YTD | -25.1% | -26.2% | +1.1% | -20.0% |
| 1Y | -34.9% | -32.6% | -2.3% | -30.2% |
| All | -34.9% | -33.0% | -1.9% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling