-7.0%
VTRS vs MOH
+1,358.8%
-1,365.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | +3.3% | -0.9% | +4.2% | +3.4% |
| 3M | +2.0% | +5.7% | -3.7% | +0.4% |
| 6M | +19.9% | +39.1% | -19.2% | +11.5% |
| YTD | +35.7% | +17.7% | +18.1% | +28.3% |
| 1Y | +68.1% | +8.4% | +59.7% | +60.6% |
| 3Y | +87.1% | -36.6% | +123.6% | +91.0% |
| 5Y | +47.6% | -19.1% | +66.7% | +41.7% |
| 10Y | -48.2% | +262.8% | -311.0% | -66.0% |
| All | -7.0% | +1,358.8% | -1,365.8% | -56.3% |
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 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