-32.2%
VTRS vs MOD
+1,079.7%
-1,111.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +27.9% | -27.1% | -3.1% |
| 7D | +4.6% | +40.4% | -35.8% | -0.8% |
| 30D | +19.4% | -14.0% | +33.4% | +20.5% |
| 3M | +30.8% | -33.3% | +64.1% | +36.2% |
| 6M | +21.6% | -51.4% | +73.1% | +31.0% |
| YTD | +71.2% | +1.6% | +69.6% | +62.7% |
| 1Y | +97.6% | +5.4% | +92.2% | +85.7% |
| 3Y | +163.9% | +191.0% | -27.1% | +92.1% |
| 5Y | +82.1% | +1,093.1% | -1,011.0% | -3.4% |
| All | -32.2% | +1,079.7% | -1,111.8% | -67.6% |
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