+123.5%
VRSK vs MOD
+1,465.6%
-1,342.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.1% |
| 7D | -7.7% | -3.9% | -3.8% | -7.6% |
| 30D | -2.8% | -9.6% | +6.8% | -2.5% |
| 3M | -3.7% | -30.6% | +26.9% | -2.7% |
| 6M | -12.8% | -10.9% | -1.8% | -13.4% |
| YTD | -21.0% | +34.3% | -55.2% | -23.7% |
| 1Y | -32.5% | +18.3% | -50.8% | -34.5% |
| 3Y | -26.5% | +281.9% | -308.4% | -37.5% |
| 5Y | -11.5% | +1,486.4% | -1,497.9% | -35.9% |
| All | +123.5% | +1,465.6% | -1,342.1% | +54.4% |
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