+878.4%
MSFT vs VRSK
+126.1%
+752.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -0.8% | -5.2% | +4.3% | +1.9% |
| 30D | +0.8% | -2.3% | +3.2% | +1.8% |
| 3M | +27.2% | -2.9% | +30.1% | +27.0% |
| 6M | +22.9% | -12.8% | +35.7% | +29.4% |
| YTD | +3.1% | -20.8% | +23.9% | +14.1% |
| 1Y | -0.3% | -33.2% | +33.0% | +21.1% |
| 3Y | +50.1% | -26.6% | +76.7% | +64.1% |
| 5Y | +74.6% | -11.3% | +86.0% | +63.4% |
| All | +878.4% | +126.1% | +752.3% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling