-6.6%
MOS vs VRSK
-10.8%
+4.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.7% | -5.4% | +7.1% | +2.3% |
| 30D | +11.7% | -1.8% | +13.4% | +11.7% |
| 3M | +23.2% | -2.2% | +25.4% | +23.0% |
| 6M | -1.6% | -14.9% | +13.3% | +0.5% |
| YTD | +10.8% | -20.0% | +30.8% | +14.8% |
| 1Y | -16.2% | -33.1% | +16.9% | -9.1% |
| 3Y | -24.2% | -25.6% | +1.4% | -21.3% |
| 5Y | -6.6% | -10.1% | +3.5% | -11.4% |
| All | -6.6% | -10.8% | +4.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling