+781.0%
MS vs VRSK
+126.1%
+654.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.5% | -5.2% | +3.6% | +0.6% |
| 30D | -1.5% | -2.3% | +0.8% | -0.9% |
| 3M | +1.4% | -2.9% | +4.3% | +0.8% |
| 6M | +34.7% | -12.8% | +47.5% | +39.7% |
| YTD | +22.7% | -20.8% | +43.6% | +32.6% |
| 1Y | +40.1% | -33.2% | +73.3% | +64.3% |
| 3Y | +181.4% | -26.6% | +208.0% | +202.9% |
| 5Y | +142.6% | -11.3% | +153.9% | +125.9% |
| All | +781.0% | +126.1% | +654.9% | +365.1% |
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