-50.4%
VTRS vs MOD
+1,465.6%
-1,516.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | -3.3% | -3.9% | +0.6% | -2.8% |
| 30D | +1.4% | -9.6% | +11.0% | +2.7% |
| 3M | +4.6% | -30.6% | +35.2% | +9.2% |
| 6M | +18.1% | -10.9% | +29.0% | +17.4% |
| YTD | +34.7% | +34.3% | +0.4% | +25.1% |
| 1Y | +65.6% | +18.3% | +47.3% | +55.3% |
| 3Y | +83.8% | +281.9% | -198.1% | +30.9% |
| 5Y | +46.5% | +1,486.4% | -1,439.9% | -23.5% |
| All | -50.4% | +1,465.6% | -1,516.0% | -77.3% |
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