+542.0%
MS vs VRSK
+162.8%
+379.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +5.1% | +1.6% | +3.5% | +4.4% |
| 30D | +5.7% | +15.1% | -9.4% | -0.7% |
| 3M | -12.2% | +12.1% | -24.2% | -17.2% |
| 6M | -0.5% | +29.4% | -29.9% | -13.8% |
| YTD | +9.8% | -6.4% | +16.2% | +9.6% |
| 1Y | +17.7% | -3.6% | +21.3% | +15.6% |
| 3Y | +176.8% | -10.9% | +187.8% | +171.3% |
| 5Y | +123.7% | -0.5% | +124.2% | +99.9% |
| All | +542.0% | +162.8% | +379.1% | +212.5% |
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 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