+22.6%
VZ vs MOD
+780.0%
-757.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +1.7% |
| 7D | +6.9% | -31.3% | +38.3% | +6.3% |
| 30D | +2.3% | -46.1% | +48.4% | +1.4% |
| 3M | 0.0% | -51.1% | +51.2% | -0.9% |
| 6M | +0.2% | -62.1% | +62.3% | -0.9% |
| YTD | +20.9% | -26.2% | +47.1% | +20.0% |
| 1Y | +25.2% | -32.6% | +57.8% | +24.2% |
| 3Y | +55.9% | +133.8% | -78.0% | +47.8% |
| 5Y | +22.6% | +792.8% | -770.2% | +9.7% |
| All | +22.6% | +780.0% | -757.4% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling