+535.3%
VRT vs MOH
-37.5%
+572.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.2% |
| 7D | -7.7% | -1.3% | -6.4% | -7.8% |
| 30D | -12.0% | +3.0% | -14.9% | -11.6% |
| 3M | -11.7% | +1.2% | -12.9% | -11.4% |
| 6M | -8.1% | +41.7% | -49.8% | -3.7% |
| YTD | +53.2% | +15.4% | +37.8% | +57.7% |
| 1Y | +81.7% | +11.8% | +69.9% | +86.9% |
| All | +535.3% | -37.5% | +572.8% | +478.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling