-11.7%
VRT vs MOH
-1.3%
-10.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.1% |
| 7D | -7.7% | -1.3% | -6.4% | -7.8% |
| 30D | -12.0% | +3.0% | -14.9% | -11.2% |
| 3M | -11.7% | +1.2% | -12.9% | -6.3% |
| All | -11.7% | -1.3% | -10.3% | -6.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling