+329.3%
VWO vs MOD
+620.4%
-291.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.1% |
| 7D | +1.1% | +9.6% | -8.5% | -0.8% |
| 30D | +2.4% | 0.0% | +2.4% | +2.2% |
| 3M | +2.0% | -35.4% | +37.4% | +10.0% |
| 6M | +10.7% | -7.3% | +17.9% | +9.9% |
| YTD | +14.4% | +45.8% | -31.4% | +2.9% |
| 1Y | +22.7% | +43.1% | -20.4% | +9.3% |
| 3Y | +64.2% | +297.7% | -233.5% | +8.5% |
| 5Y | +35.8% | +1,478.8% | -1,443.0% | -37.2% |
| 10Y | +114.7% | +1,633.4% | -1,518.7% | -19.8% |
| All | +329.3% | +620.4% | -291.1% | +64.7% |
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