+1,144.5%
VUG vs MOD
+288.4%
+856.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -4.2% |
| 7D | -7.1% | -34.2% | +27.0% | -1.0% |
| 30D | -12.1% | -51.9% | +39.8% | -1.3% |
| 3M | -8.1% | -53.0% | +44.9% | +3.1% |
| 6M | -3.2% | -66.4% | +63.1% | +13.5% |
| YTD | +0.5% | -31.5% | +32.0% | +2.8% |
| 1Y | -0.7% | -39.6% | +38.9% | +3.2% |
| 3Y | +77.1% | +116.8% | -39.7% | +40.0% |
| 5Y | +56.2% | +713.8% | -657.6% | -5.3% |
| 10Y | +394.1% | +882.7% | -488.6% | +151.2% |
| All | +1,144.5% | +288.4% | +856.1% | +522.7% |
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