+182.7%
MS vs VRSK
-25.7%
+208.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +1.7% | -5.4% | +7.1% | +1.9% |
| 30D | 0.0% | -1.8% | +1.8% | +0.1% |
| 3M | +3.0% | -2.2% | +5.2% | +2.5% |
| 6M | +35.7% | -14.9% | +50.6% | +37.9% |
| YTD | +23.3% | -20.0% | +43.3% | +26.4% |
| 1Y | +44.7% | -33.1% | +77.8% | +53.7% |
| All | +182.7% | -25.7% | +208.4% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling