+962.7%
VST vs MOD
+721.3%
+241.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -21.4% | +7.6% | -8.0% |
| 7D | -15.7% | -31.3% | +15.6% | -6.7% |
| 30D | -17.0% | -46.1% | +29.1% | -1.9% |
| 3M | -15.9% | -51.1% | +35.3% | +1.3% |
| 6M | -25.0% | -62.1% | +37.1% | -4.5% |
| YTD | -25.1% | -26.2% | +1.1% | -21.5% |
| 1Y | -34.9% | -32.6% | -2.3% | -30.6% |
| 3Y | +252.7% | +133.8% | +118.9% | +203.4% |
| 5Y | +582.3% | +792.8% | -210.4% | +361.3% |
| 10Y | +1,076.6% | +959.8% | +116.8% | +524.9% |
| All | +962.7% | +721.3% | +241.4% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling