+134.8%
VXUS vs MOD
+911.6%
-776.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.6% |
| 7D | -1.8% | -25.5% | +23.8% | +1.5% |
| 30D | -4.6% | -49.0% | +44.4% | +3.2% |
| 3M | -6.1% | -49.8% | +43.7% | +1.5% |
| 6M | -4.9% | -64.8% | +59.9% | +6.6% |
| YTD | +8.1% | -27.6% | +35.7% | +9.7% |
| 1Y | +12.1% | -35.2% | +47.3% | +14.8% |
| 3Y | +63.9% | +137.1% | -73.3% | +34.2% |
| 5Y | +43.1% | +760.3% | -717.2% | -5.2% |
| All | +134.8% | +911.6% | -776.9% | +45.1% |
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