+30.7%
MCO vs VRSK
-11.8%
+42.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.8% | -5.2% | +1.4% | -0.8% |
| 30D | -0.4% | -2.3% | +1.9% | +0.8% |
| 3M | +7.7% | -2.9% | +10.6% | +8.4% |
| 6M | +7.0% | -12.8% | +19.8% | +14.5% |
| YTD | -6.4% | -20.8% | +14.4% | +6.3% |
| 1Y | -7.6% | -33.2% | +25.6% | +16.7% |
| 3Y | +43.2% | -26.6% | +69.8% | +65.3% |
| All | +30.7% | -11.8% | +42.5% | +22.7% |
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