+6.3%
MAGS vs VRSK
-8.8%
+15.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.3% |
| 7D | -1.4% | +4.2% | -5.6% | -1.0% |
| 30D | -4.4% | +21.2% | -25.6% | -3.3% |
| 3M | +1.9% | +2.9% | -1.0% | +2.3% |
| 6M | +4.9% | +11.3% | -6.4% | +5.9% |
| YTD | +6.5% | -10.8% | +17.4% | +6.2% |
| 1Y | +6.3% | -9.2% | +15.5% | +6.9% |
| All | +6.3% | -8.8% | +15.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling