+296.3%
VWO vs MOD
+287.9%
+8.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.9% | -7.5% | +0.5% |
| 7D | +1.6% | -13.9% | +15.6% | +3.8% |
| 30D | -5.3% | -41.5% | +36.3% | +4.1% |
| 3M | -6.2% | -45.7% | +39.5% | +4.0% |
| 6M | -6.2% | -61.1% | +54.9% | +9.6% |
| YTD | +5.6% | -20.5% | +26.1% | +5.4% |
| 1Y | +6.2% | -32.1% | +38.3% | +8.5% |
| 3Y | +57.5% | +146.5% | -88.9% | +13.0% |
| 5Y | +28.0% | +812.7% | -784.7% | -34.9% |
| 10Y | +101.8% | +966.8% | -865.1% | -18.6% |
| All | +296.3% | +287.9% | +8.4% | +69.6% |
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