+292.9%
VTI vs MOD
+827.6%
-534.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -0.7% | +8.2% | -8.9% | -1.9% |
| 30D | -1.9% | -38.2% | +36.2% | +4.4% |
| 3M | -1.4% | -46.2% | +44.8% | +6.6% |
| 6M | +3.5% | -62.5% | +66.0% | +16.8% |
| YTD | +12.6% | -20.1% | +32.7% | +11.9% |
| 1Y | +12.7% | -29.7% | +42.4% | +13.7% |
| 3Y | +78.8% | +136.2% | -57.4% | +41.6% |
| 5Y | +67.2% | +820.4% | -753.2% | +2.9% |
| All | +292.9% | +827.6% | -534.7% | +119.9% |
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