+22.7%
VWO vs MOD
+45.0%
-22.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.2% |
| 7D | +1.1% | +9.6% | -8.5% | -0.2% |
| 30D | +2.4% | 0.0% | +2.4% | +2.2% |
| 3M | +2.0% | -35.4% | +37.4% | +7.4% |
| 6M | +10.7% | -7.3% | +17.9% | +11.0% |
| YTD | +14.4% | +45.8% | -31.4% | +11.0% |
| 1Y | +22.7% | +43.1% | -20.4% | +19.5% |
| All | +22.7% | +45.0% | -22.3% | +19.5% |
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