-34.2%
MOS vs VRSK
+704.6%
-738.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +5.5% | +4.1% | +1.3% | +4.1% |
| 30D | +21.0% | +16.1% | +4.9% | +15.2% |
| 3M | -0.5% | +14.1% | -14.6% | -5.2% |
| 6M | +6.6% | +22.9% | -16.3% | -1.9% |
| YTD | -2.8% | -7.2% | +4.4% | -2.9% |
| 1Y | -8.1% | -3.4% | -4.7% | -9.6% |
| 3Y | -25.6% | -11.5% | -14.1% | -26.2% |
| 5Y | -29.8% | +0.2% | -29.9% | -35.0% |
| 10Y | +0.6% | +161.3% | -160.8% | -38.0% |
| All | -34.2% | +704.6% | -738.7% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling