+112.0%
VWO vs MOD
+822.6%
-710.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +4.0% | +16.1% | -12.1% | +2.1% |
| 30D | -5.4% | -38.5% | +33.1% | -0.1% |
| 3M | -6.4% | -46.8% | +40.4% | +0.4% |
| 6M | -4.7% | -61.6% | +56.9% | +5.7% |
| YTD | +5.3% | -20.5% | +25.8% | +5.7% |
| 1Y | +4.3% | -28.0% | +32.4% | +5.6% |
| 3Y | +55.9% | +134.9% | -79.0% | +28.3% |
| 5Y | +25.7% | +833.2% | -807.5% | -17.7% |
| All | +112.0% | +822.6% | -710.6% | +32.2% |
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