+72.8%
MSFT vs VRSK
-11.9%
+84.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -3.5% | -7.7% | +4.3% | -0.8% |
| 30D | -2.1% | -2.8% | +0.8% | -1.2% |
| 3M | +24.2% | -3.7% | +27.9% | +24.1% |
| 6M | +21.9% | -12.8% | +34.6% | +25.9% |
| YTD | +2.5% | -21.0% | +23.4% | +9.9% |
| 1Y | -0.8% | -32.5% | +31.7% | +13.6% |
| 3Y | +50.8% | -26.5% | +77.3% | +58.6% |
| All | +72.8% | -11.9% | +84.7% | +56.2% |
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 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