-10.9%
MSCI vs VRSK
-11.3%
+0.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | -4.7% | -7.7% | +3.0% | +0.4% |
| 30D | -2.2% | -2.8% | +0.7% | -0.5% |
| 3M | -9.7% | -3.7% | -6.0% | -8.3% |
| 6M | +0.3% | -12.8% | +13.0% | +8.2% |
| YTD | -3.5% | -21.0% | +17.5% | +11.4% |
| 1Y | -1.4% | -32.5% | +31.1% | +27.1% |
| 3Y | +6.6% | -26.5% | +33.1% | +22.4% |
| 5Y | -10.9% | -11.5% | +0.6% | -14.8% |
| All | -10.9% | -11.3% | +0.4% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling