-12.0%
VRSK vs MOD
+1,517.7%
-1,529.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -5.6% |
| 7D | -9.7% | +6.3% | -16.0% | -9.6% |
| 30D | -8.5% | -1.7% | -6.9% | -8.5% |
| 3M | -1.7% | -30.1% | +28.4% | -1.8% |
| 6M | -17.9% | +2.7% | -20.6% | -18.5% |
| YTD | -21.1% | +44.1% | -65.2% | -22.4% |
| 1Y | -35.1% | +38.7% | -73.9% | -36.2% |
| 3Y | -26.7% | +309.8% | -336.5% | -34.9% |
| 5Y | -12.0% | +1,569.7% | -1,581.7% | -34.9% |
| All | -12.0% | +1,517.7% | -1,529.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling