+20.2%
VZ vs MOD
+748.9%
-728.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.8% |
| 7D | +2.1% | -25.5% | +27.7% | +1.7% |
| 30D | +1.4% | -49.0% | +50.4% | +0.4% |
| 3M | -1.3% | -49.8% | +48.6% | -2.2% |
| 6M | -0.5% | -64.8% | +64.2% | -1.7% |
| YTD | +19.6% | -27.6% | +47.3% | +18.7% |
| 1Y | +22.4% | -35.2% | +57.6% | +21.3% |
| 3Y | +55.9% | +137.1% | -81.3% | +47.6% |
| All | +20.2% | +748.9% | -728.7% | +7.8% |
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