-30.5%
VTRS vs MOD
+915.9%
-946.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +9.6% | +8.2% | +1.3% | +8.3% |
| 30D | +20.1% | -38.2% | +58.2% | +27.5% |
| 3M | +30.3% | -46.2% | +76.5% | +40.5% |
| 6M | +26.3% | -62.5% | +88.9% | +41.8% |
| YTD | +73.1% | -20.1% | +93.2% | +71.0% |
| 1Y | +94.7% | -29.7% | +124.4% | +94.8% |
| 3Y | +159.7% | +136.2% | +23.5% | +95.2% |
| 5Y | +79.7% | +820.4% | -740.6% | -0.6% |
| 10Y | -30.5% | +839.8% | -870.3% | -65.8% |
| All | -30.5% | +915.9% | -946.4% | -65.8% |
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