+580.9%
VRSK vs MOH
+1,457.4%
-876.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.4% |
| 30D | -2.3% | -0.9% | -1.4% | -2.2% |
| 3M | -2.9% | +5.7% | -8.6% | -4.0% |
| 6M | -12.8% | +39.1% | -51.9% | -17.4% |
| YTD | -20.8% | +17.7% | -38.5% | -23.8% |
| 1Y | -33.2% | +8.4% | -41.6% | -35.2% |
| 3Y | -26.6% | -36.6% | +10.0% | -24.8% |
| 5Y | -11.3% | -19.1% | +7.8% | -12.8% |
| 10Y | +126.1% | +262.8% | -136.7% | +83.9% |
| All | +580.9% | +1,457.4% | -876.6% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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