+10.5%
MO vs VRSK
-30.3%
+40.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +0.3% | -3.1% | +3.5% | +0.7% |
| 30D | +0.6% | -1.6% | +2.2% | +0.8% |
| 3M | -1.0% | +3.5% | -4.5% | -0.1% |
| 6M | +4.3% | -13.4% | +17.7% | +5.4% |
| YTD | +23.3% | -16.5% | +39.8% | +23.9% |
| 1Y | +10.5% | -30.6% | +41.0% | +15.5% |
| All | +10.5% | -30.3% | +40.7% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling