-36.7%
MOS vs VRSK
+711.8%
-748.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -2.0% | +1.6% | -3.5% | -2.4% |
| 30D | +15.3% | +15.1% | +0.2% | +10.1% |
| 3M | +1.5% | +12.1% | -10.6% | -2.8% |
| 6M | -2.0% | +29.4% | -31.4% | -11.3% |
| YTD | -6.5% | -6.4% | -0.2% | -6.8% |
| 1Y | -11.1% | -3.6% | -7.5% | -12.4% |
| 3Y | -30.3% | -10.9% | -19.3% | -30.9% |
| 5Y | -33.5% | -0.5% | -33.0% | -38.3% |
| 10Y | -3.3% | +163.7% | -167.0% | -40.5% |
| All | -36.7% | +711.8% | -748.5% | -73.1% |
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