+63.5%
VTRS vs MOD
+34.0%
+29.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.5% |
| 7D | -3.5% | +3.6% | -7.1% | -3.7% |
| 30D | +2.1% | -2.6% | +4.8% | +2.2% |
| 3M | +2.6% | -33.1% | +35.8% | +4.9% |
| 6M | +17.8% | -7.5% | +25.3% | +15.7% |
| YTD | +35.7% | +39.3% | -3.6% | +33.5% |
| 1Y | +63.5% | +34.3% | +29.2% | +59.1% |
| All | +63.5% | +34.0% | +29.5% | +59.1% |
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