+193.4%
MAGS vs VRSK
-5.4%
+198.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.6% | -5.2% | +5.8% | +0.9% |
| 30D | +3.2% | -2.3% | +5.5% | +3.3% |
| 3M | +7.7% | -2.9% | +10.6% | +7.5% |
| 6M | +12.5% | -12.8% | +25.3% | +13.4% |
| YTD | +6.0% | -20.8% | +26.8% | +7.8% |
| 1Y | +14.4% | -33.2% | +47.6% | +19.5% |
| 3Y | +127.5% | -26.6% | +154.1% | +131.3% |
| All | +193.4% | -5.4% | +198.8% | +186.8% |
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