+905.6%
MS vs VRSK
+623.8%
+281.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.9% |
| 30D | -0.3% | -1.6% | +1.3% | +0.1% |
| 3M | +0.3% | +3.5% | -3.2% | -3.3% |
| 6M | +31.3% | -13.4% | +44.7% | +37.4% |
| YTD | +24.7% | -16.5% | +41.2% | +31.9% |
| 1Y | +47.9% | -30.6% | +78.5% | +71.9% |
| 3Y | +178.3% | -21.9% | +200.2% | +192.7% |
| 5Y | +144.9% | -6.3% | +151.2% | +124.1% |
| 10Y | +804.5% | +133.1% | +671.5% | +352.4% |
| All | +905.6% | +623.8% | +281.8% | +153.3% |
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