+116.6%
VWO vs MOD
+1,486.8%
-1,370.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +0.2% | +3.6% | -3.4% | -0.3% |
| 30D | +0.9% | -2.6% | +3.5% | +1.1% |
| 3M | +4.3% | -33.1% | +37.4% | +9.0% |
| 6M | +10.5% | -7.5% | +18.1% | +10.4% |
| YTD | +13.4% | +39.3% | -25.9% | +7.1% |
| 1Y | +18.6% | +34.3% | -15.7% | +11.7% |
| 3Y | +65.8% | +296.2% | -230.4% | +28.8% |
| 5Y | +35.2% | +1,504.6% | -1,469.4% | -16.2% |
| 10Y | +116.6% | +1,511.5% | -1,394.9% | +27.5% |
| All | +116.6% | +1,486.8% | -1,370.1% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling