+70.7%
MSFU vs VRSK
-2.4%
+73.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.5% |
| 7D | -2.3% | -5.4% | +3.1% | 0.0% |
| 30D | -6.3% | -1.8% | -4.5% | -5.5% |
| 3M | +40.0% | -2.2% | +42.2% | +38.3% |
| 6M | +30.1% | -14.9% | +45.0% | +36.7% |
| YTD | -10.3% | -20.0% | +9.7% | -3.0% |
| 1Y | -19.0% | -33.1% | +14.1% | -4.0% |
| 3Y | +25.8% | -25.6% | +51.4% | +33.3% |
| All | +70.7% | -2.4% | +73.1% | +44.5% |
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