+30.0%
MGY vs VRSK
-26.5%
+56.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -5.2% | +8.7% | +3.7% |
| 30D | +5.3% | -2.3% | +7.6% | +5.3% |
| 3M | +2.6% | -2.9% | +5.6% | +2.5% |
| 6M | -3.3% | -12.8% | +9.5% | -3.4% |
| YTD | +29.2% | -20.8% | +50.0% | +29.2% |
| 1Y | +18.0% | -33.2% | +51.2% | +18.9% |
| 3Y | +30.0% | -26.6% | +56.6% | +28.4% |
| All | +30.0% | -26.5% | +56.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling