+94.7%
VTRS vs MOD
-33.2%
+127.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.8% |
| 7D | +9.6% | +8.2% | +1.3% | +9.0% |
| 30D | +20.1% | -38.2% | +58.2% | +22.7% |
| 3M | +30.3% | -46.2% | +76.5% | +34.0% |
| 6M | +26.3% | -62.5% | +88.9% | +32.9% |
| YTD | +73.1% | -20.1% | +93.2% | +72.0% |
| 1Y | +94.7% | -29.7% | +124.4% | +93.2% |
| All | +94.7% | -33.2% | +127.9% | +93.2% |
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