+1,605.5%
MKSI vs VRSK
+586.4%
+1,019.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | -5.2% | +7.9% | +5.0% |
| 30D | -12.8% | -2.3% | -10.5% | -12.6% |
| 3M | -22.5% | -2.9% | -19.6% | -24.3% |
| 6M | +19.4% | -12.8% | +32.2% | +21.1% |
| YTD | +67.7% | -20.8% | +88.5% | +76.7% |
| 1Y | +131.4% | -33.2% | +164.6% | +165.3% |
| 3Y | +197.3% | -26.6% | +223.9% | +207.3% |
| 5Y | +87.0% | -11.3% | +98.3% | +69.1% |
| 10Y | +522.1% | +126.1% | +396.0% | +233.5% |
| All | +1,605.5% | +586.4% | +1,019.1% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling