+2,549.3%
MSFT vs VRSK
+593.4%
+1,955.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -1.0% | -5.4% | +4.4% | +1.6% |
| 30D | -2.7% | -1.8% | -0.9% | -2.0% |
| 3M | +22.1% | -2.2% | +24.3% | +21.7% |
| 6M | +20.6% | -14.9% | +35.5% | +28.0% |
| YTD | +2.3% | -20.0% | +22.3% | +11.3% |
| 1Y | -0.5% | -33.1% | +32.6% | +17.7% |
| 3Y | +50.5% | -25.6% | +76.2% | +63.2% |
| 5Y | +72.3% | -10.1% | +82.5% | +65.8% |
| 10Y | +885.0% | +128.4% | +756.6% | +515.4% |
| All | +2,549.3% | +593.4% | +1,955.9% | +1,036.2% |
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 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