+291.1%
VTI vs MOD
+822.6%
-531.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +3.4% | +16.1% | -12.7% | +1.1% |
| 30D | -2.3% | -38.5% | +36.2% | +4.1% |
| 3M | -2.2% | -46.8% | +44.7% | +6.0% |
| 6M | +3.3% | -61.6% | +64.9% | +16.1% |
| YTD | +12.1% | -20.5% | +32.6% | +11.5% |
| 1Y | +12.2% | -28.0% | +40.2% | +12.7% |
| 3Y | +78.0% | +134.9% | -56.9% | +41.1% |
| 5Y | +65.2% | +833.2% | -767.9% | +1.5% |
| All | +291.1% | +822.6% | -531.5% | +119.1% |
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 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