+67.6%
MA vs VRSK
-11.3%
+78.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -3.5% | -7.7% | +4.3% | -0.6% |
| 30D | +0.7% | -2.8% | +3.5% | +1.5% |
| 3M | +15.8% | -3.7% | +19.5% | +16.5% |
| 6M | +10.2% | -12.8% | +23.0% | +14.9% |
| YTD | -0.5% | -21.0% | +20.5% | +7.7% |
| 1Y | -1.8% | -32.5% | +30.7% | +13.6% |
| 3Y | +38.7% | -26.5% | +65.3% | +51.6% |
| 5Y | +67.6% | -11.5% | +79.1% | +55.8% |
| All | +67.6% | -11.3% | +78.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling