+69.1%
MSI vs VRSK
-26.6%
+95.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -1.8% | -7.7% | +6.0% | +0.2% |
| 30D | -0.6% | -2.8% | +2.2% | 0.0% |
| 3M | +13.0% | -3.7% | +16.7% | +13.8% |
| 6M | +0.5% | -12.8% | +13.3% | +3.4% |
| YTD | +21.7% | -21.0% | +42.7% | +28.1% |
| 1Y | -2.6% | -32.5% | +29.9% | +8.0% |
| All | +69.1% | -26.6% | +95.7% | +84.5% |
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 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