+49.1%
MSFT vs VRSK
-26.6%
+75.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -3.5% | -7.7% | +4.3% | -2.3% |
| 30D | -2.1% | -2.8% | +0.8% | -1.6% |
| 3M | +24.2% | -3.7% | +27.9% | +23.4% |
| 6M | +21.9% | -12.8% | +34.6% | +22.6% |
| YTD | +2.5% | -21.0% | +23.4% | +4.6% |
| 1Y | -0.8% | -32.5% | +31.7% | +4.2% |
| All | +49.1% | -26.6% | +75.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling