+159.8%
VXUS vs MOD
+429.8%
-269.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -2.5% |
| 7D | -3.4% | -34.2% | +30.7% | +2.5% |
| 30D | -5.8% | -51.9% | +46.0% | +4.7% |
| 3M | -6.4% | -53.0% | +46.6% | +4.0% |
| 6M | -2.5% | -66.4% | +63.8% | +13.0% |
| YTD | +7.9% | -31.5% | +39.4% | +10.6% |
| 1Y | +11.5% | -39.6% | +51.0% | +15.7% |
| 3Y | +63.4% | +116.8% | -53.4% | +27.8% |
| 5Y | +42.9% | +713.8% | -670.9% | -15.7% |
| 10Y | +138.9% | +882.7% | -743.8% | +13.1% |
| All | +159.8% | +429.8% | -269.9% | +29.6% |
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