+12.7%
MOS vs VRSK
+125.6%
-113.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +0.5% | -7.7% | +8.2% | +2.8% |
| 30D | +10.9% | -2.8% | +13.7% | +11.5% |
| 3M | +29.2% | -3.7% | +32.9% | +29.5% |
| 6M | -2.3% | -12.8% | +10.5% | +0.4% |
| YTD | +8.3% | -21.0% | +29.3% | +14.7% |
| 1Y | -21.2% | -32.5% | +11.3% | -11.6% |
| 3Y | -25.9% | -26.5% | +0.6% | -21.6% |
| 5Y | -9.4% | -11.5% | +2.1% | -14.1% |
| All | +12.7% | +125.6% | -113.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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