+36.2%
VWO vs MOD
+1,517.7%
-1,481.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +0.9% | +6.3% | -5.4% | +0.1% |
| 30D | +1.3% | -1.7% | +2.9% | +1.3% |
| 3M | +5.1% | -30.1% | +35.2% | +9.1% |
| 6M | +12.5% | +2.7% | +9.8% | +11.2% |
| YTD | +14.0% | +44.1% | -30.0% | +7.9% |
| 1Y | +19.7% | +38.7% | -19.0% | +13.0% |
| 3Y | +66.8% | +309.8% | -243.0% | +28.9% |
| 5Y | +36.2% | +1,569.7% | -1,533.5% | -20.8% |
| All | +36.2% | +1,517.7% | -1,481.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling