+89.0%
MGY vs VRSK
-11.8%
+100.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -5.2% | +8.7% | +4.1% |
| 30D | +5.3% | -2.3% | +7.6% | +5.5% |
| 3M | +2.6% | -2.9% | +5.6% | +2.6% |
| 6M | -3.3% | -12.8% | +9.5% | -2.2% |
| YTD | +29.2% | -20.8% | +50.0% | +32.3% |
| 1Y | +18.0% | -33.2% | +51.2% | +24.1% |
| 3Y | +30.0% | -26.6% | +56.6% | +32.5% |
| All | +89.0% | -11.8% | +100.8% | +97.6% |
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