+162.3%
VRSK vs MOD
+827.6%
-665.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.9% |
| 7D | +4.1% | +8.2% | -4.1% | +3.8% |
| 30D | +16.1% | -38.2% | +54.2% | +17.6% |
| 3M | +14.1% | -46.2% | +60.3% | +16.1% |
| 6M | +22.9% | -62.5% | +85.4% | +26.2% |
| YTD | -7.2% | -20.1% | +12.9% | -9.1% |
| 1Y | -3.4% | -29.7% | +26.3% | -4.9% |
| 3Y | -11.5% | +136.2% | -147.7% | -23.9% |
| 5Y | +0.2% | +820.4% | -820.2% | -26.5% |
| All | +162.3% | +827.6% | -665.3% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling