+699.4%
VRSK vs MOD
+894.4%
-195.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.4% | +16.1% | -18.5% | -3.3% |
| 30D | +16.8% | -38.5% | +55.3% | +19.8% |
| 3M | +14.7% | -46.8% | +61.5% | +18.4% |
| 6M | +24.7% | -61.6% | +86.3% | +30.6% |
| YTD | -7.0% | -20.5% | +13.5% | -9.0% |
| 1Y | -2.1% | -28.0% | +25.9% | -3.7% |
| 3Y | -11.4% | +134.9% | -146.3% | -26.0% |
| 5Y | -1.2% | +833.2% | -834.3% | -31.4% |
| 10Y | +161.7% | +834.8% | -673.1% | +65.0% |
| All | +699.4% | +894.4% | -195.0% | +368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling