+70.6%
VZ vs MOD
+920.5%
-849.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +2.4% | -17.8% | +20.2% | +2.7% |
| 30D | +11.2% | -43.2% | +54.4% | +12.4% |
| 3M | 0.0% | -46.0% | +46.0% | +1.1% |
| 6M | +1.3% | -62.2% | +63.5% | +3.1% |
| YTD | +21.3% | -22.8% | +44.1% | +20.5% |
| 1Y | +23.9% | -35.5% | +59.4% | +23.6% |
| 3Y | +57.7% | +128.2% | -70.5% | +44.9% |
| 5Y | +21.2% | +791.6% | -770.4% | +1.1% |
| 10Y | +70.6% | +886.3% | -815.8% | +36.4% |
| All | +70.6% | +920.5% | -849.9% | +36.4% |
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