+373.4%
VST vs MOD
+300.6%
+72.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +1.5% |
| 7D | +8.9% | +9.6% | -0.7% | +4.2% |
| 30D | +6.2% | 0.0% | +6.2% | +5.6% |
| 3M | -2.7% | -35.4% | +32.6% | +17.3% |
| 6M | -8.4% | -7.3% | -1.1% | -10.3% |
| YTD | -7.2% | +45.8% | -53.0% | -31.0% |
| 1Y | -20.9% | +43.1% | -64.0% | -42.4% |
| All | +373.4% | +300.6% | +72.8% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling