+13.8%
VRT vs MOH
+53.5%
-39.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.9% | -21.8% | -11.1% |
| 7D | -15.4% | +14.3% | -29.7% | -12.9% |
| 30D | -19.0% | +16.7% | -35.6% | -16.3% |
| 3M | -23.8% | +18.3% | -42.2% | -21.1% |
| 6M | -37.9% | +15.8% | -53.7% | -35.8% |
| YTD | +27.0% | +30.5% | -3.5% | +32.7% |
| 1Y | +13.8% | +49.3% | -35.5% | +20.7% |
| All | +13.8% | +53.5% | -39.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling