+735.0%
VTRS vs MOD
+1,809.4%
-1,074.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +9.0% | +16.1% | -7.1% | +6.5% |
| 30D | +19.8% | -38.5% | +58.3% | +27.8% |
| 3M | +29.3% | -46.8% | +76.2% | +40.3% |
| 6M | +22.2% | -61.6% | +83.8% | +37.3% |
| YTD | +69.9% | -20.5% | +90.5% | +68.7% |
| 1Y | +94.4% | -28.0% | +122.4% | +94.7% |
| 3Y | +154.8% | +134.9% | +19.9% | +97.7% |
| 5Y | +80.8% | +833.2% | -752.4% | +7.4% |
| 10Y | -31.8% | +834.8% | -866.6% | -63.8% |
| All | +735.0% | +1,809.4% | -1,074.5% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling