-40.0%
VST vs MOD
-37.4%
-2.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -3.7% |
| 7D | -19.9% | -34.2% | +14.2% | -8.4% |
| 30D | -29.7% | -51.9% | +22.2% | -11.9% |
| 3M | -19.6% | -53.0% | +33.5% | +0.8% |
| 6M | -29.4% | -66.4% | +37.0% | -4.1% |
| YTD | -29.7% | -31.5% | +1.8% | -22.9% |
| 1Y | -40.0% | -39.6% | -0.5% | -33.2% |
| All | -40.0% | -37.4% | -2.7% | -33.2% |
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