+503.0%
MA vs VRSK
+126.1%
+377.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.7% | -5.2% | +3.4% | +1.1% |
| 30D | +1.7% | -2.3% | +4.0% | +2.6% |
| 3M | +17.2% | -2.9% | +20.1% | +17.7% |
| 6M | +13.3% | -12.8% | +26.1% | +20.1% |
| YTD | +0.2% | -20.8% | +21.0% | +11.4% |
| 1Y | -2.7% | -33.2% | +30.5% | +19.3% |
| 3Y | +39.1% | -26.6% | +65.6% | +55.7% |
| 5Y | +68.8% | -11.3% | +80.1% | +61.7% |
| All | +503.0% | +126.1% | +377.0% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling