+147.1%
VXUS vs MOD
+915.9%
-768.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.5% |
| 7D | -0.5% | +8.2% | -8.8% | -1.6% |
| 30D | -1.2% | -38.2% | +37.0% | +4.3% |
| 3M | -3.8% | -46.2% | +42.4% | +3.0% |
| 6M | -1.7% | -62.5% | +60.9% | +9.5% |
| YTD | +11.4% | -20.1% | +31.5% | +11.7% |
| 1Y | +13.3% | -29.7% | +43.0% | +14.9% |
| 3Y | +70.0% | +136.2% | -66.2% | +39.1% |
| 5Y | +48.1% | +820.4% | -772.3% | -3.2% |
| 10Y | +147.1% | +839.8% | -692.8% | +48.3% |
| All | +147.1% | +915.9% | -768.9% | +48.3% |
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