-2.3%
VRSK vs MOD
-30.3%
+28.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.5% |
| 7D | +4.1% | +8.2% | -4.1% | +5.7% |
| 30D | +16.1% | -38.2% | +54.2% | +9.2% |
| 3M | +14.1% | -46.2% | +60.3% | +5.7% |
| 6M | +22.9% | -62.5% | +85.4% | +10.0% |
| YTD | -7.2% | -20.1% | +12.9% | -12.4% |
| All | -2.3% | -30.3% | +28.0% | -7.8% |
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