+22.2%
VTRS vs MOD
-62.1%
+84.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.9% |
| 7D | +9.0% | +16.1% | -7.1% | +9.1% |
| 30D | +19.8% | -38.5% | +58.3% | +18.0% |
| 3M | +29.3% | -46.8% | +76.2% | +27.0% |
| 6M | +22.2% | -61.6% | +83.8% | +18.3% |
| All | +22.2% | -62.1% | +84.3% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling