+2,840.6%
MA vs VRSK
+593.4%
+2,247.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.4% |
| 7D | -3.5% | -5.4% | +1.9% | -0.7% |
| 30D | +0.8% | -1.8% | +2.5% | +1.4% |
| 3M | +14.8% | -2.2% | +17.0% | +14.9% |
| 6M | +10.0% | -14.9% | +24.9% | +18.0% |
| YTD | -0.1% | -20.0% | +19.9% | +9.9% |
| 1Y | -2.2% | -33.1% | +30.9% | +18.4% |
| 3Y | +39.3% | -25.6% | +64.9% | +54.6% |
| 5Y | +66.3% | -10.1% | +76.5% | +61.3% |
| 10Y | +513.2% | +128.4% | +384.8% | +250.8% |
| All | +2,840.6% | +593.4% | +2,247.2% | +853.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling