+990.1%
VZ vs MOD
+3,565.2%
-2,575.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | +0.1% | +9.6% | -9.5% | -0.7% |
| 30D | +7.9% | 0.0% | +7.9% | +7.8% |
| 3M | +13.6% | -35.4% | +49.0% | +17.0% |
| 6M | +1.1% | -7.3% | +8.4% | +0.3% |
| YTD | +29.3% | +45.8% | -16.5% | +22.9% |
| 1Y | +21.2% | +43.1% | -21.9% | +14.7% |
| 3Y | +75.9% | +297.7% | -221.8% | +44.5% |
| 5Y | +24.1% | +1,478.8% | -1,454.7% | -13.8% |
| 10Y | +62.4% | +1,633.4% | -1,571.0% | +2.1% |
| All | +990.1% | +3,565.2% | -2,575.2% | +429.7% |
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 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