+11.6%
VTI vs MOD
-35.8%
+47.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -0.4% | -17.8% | +17.4% | +0.9% |
| 30D | -3.2% | -43.2% | +40.0% | +1.6% |
| 3M | -2.9% | -46.0% | +43.1% | +2.1% |
| 6M | +2.4% | -62.2% | +64.6% | +11.0% |
| YTD | +11.2% | -22.8% | +34.0% | +12.8% |
| 1Y | +11.6% | -35.5% | +47.1% | +14.9% |
| All | +11.6% | -35.8% | +47.4% | +14.9% |
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 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