+919.3%
VZ vs MOD
+1,673.7%
-754.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +3.8% |
| 7D | +6.9% | -31.3% | +38.3% | +9.9% |
| 30D | +2.3% | -46.1% | +48.4% | +6.9% |
| 3M | 0.0% | -51.1% | +51.2% | +5.2% |
| 6M | +0.2% | -62.1% | +62.3% | +6.8% |
| YTD | +20.9% | -26.2% | +47.1% | +20.6% |
| 1Y | +25.2% | -32.6% | +57.8% | +25.4% |
| 3Y | +55.9% | +133.8% | -78.0% | +32.7% |
| 5Y | +22.6% | +792.8% | -770.2% | -11.5% |
| 10Y | +68.6% | +959.8% | -891.1% | +9.0% |
| All | +919.3% | +1,673.7% | -754.4% | +420.9% |
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