+2,428.8%
MSCI vs VRSK
+623.8%
+1,805.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.3% |
| 7D | +0.4% | -3.1% | +3.5% | +2.4% |
| 30D | +0.6% | -1.6% | +2.1% | +1.2% |
| 3M | -7.1% | +3.5% | -10.6% | -9.8% |
| 6M | +0.8% | -13.4% | +14.2% | +8.8% |
| YTD | +1.0% | -16.5% | +17.5% | +11.4% |
| 1Y | +4.3% | -30.6% | +34.9% | +29.0% |
| 3Y | +9.9% | -21.9% | +31.8% | +22.8% |
| 5Y | -6.8% | -6.3% | -0.5% | -7.5% |
| 10Y | +614.7% | +133.1% | +481.6% | +334.8% |
| All | +2,428.8% | +623.8% | +1,805.0% | +791.9% |
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