+514.9%
MKSI vs VRSK
+126.1%
+388.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | -5.2% | +7.9% | +4.8% |
| 30D | -12.8% | -2.3% | -10.5% | -12.6% |
| 3M | -22.5% | -2.9% | -19.6% | -24.5% |
| 6M | +19.4% | -12.8% | +32.2% | +21.3% |
| YTD | +67.7% | -20.8% | +88.5% | +77.7% |
| 1Y | +131.4% | -33.2% | +164.6% | +169.7% |
| 3Y | +197.3% | -26.6% | +223.9% | +204.9% |
| 5Y | +87.0% | -11.3% | +98.3% | +61.7% |
| All | +514.9% | +126.1% | +388.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling