-9.2%
VRSK vs MOD
-33.0%
+23.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -21.4% | +21.9% | -2.7% |
| 7D | +4.2% | -31.3% | +35.6% | -1.1% |
| 30D | +21.2% | -46.1% | +67.3% | +11.4% |
| 3M | +2.9% | -51.1% | +54.0% | -6.4% |
| 6M | +11.3% | -62.1% | +73.4% | -1.0% |
| YTD | -10.8% | -26.2% | +15.3% | -17.0% |
| 1Y | -9.2% | -32.6% | +23.4% | -15.3% |
| All | -9.2% | -33.0% | +23.8% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling