+779.1%
MS vs VRSK
+705.9%
+73.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +3.7% | -2.4% | +6.1% | +4.8% |
| 30D | +2.0% | +16.8% | -14.8% | -6.0% |
| 3M | -12.6% | +14.7% | -27.2% | -19.4% |
| 6M | -0.3% | +24.7% | -25.0% | -13.8% |
| YTD | +9.0% | -7.0% | +16.0% | +8.1% |
| 1Y | +13.9% | -2.1% | +16.0% | +9.6% |
| 3Y | +173.6% | -11.4% | +185.0% | +166.8% |
| 5Y | +122.0% | -1.2% | +123.2% | +97.5% |
| 10Y | +551.2% | +161.7% | +389.5% | +203.7% |
| All | +779.1% | +705.9% | +73.2% | +107.6% |
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