+1,263.7%
MU vs VRSK
-11.3%
+1,275.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.9% |
| 7D | +2.0% | -7.7% | +9.7% | +1.7% |
| 30D | +12.5% | -2.8% | +15.4% | +12.4% |
| 3M | +9.6% | -3.7% | +13.3% | +8.5% |
| 6M | +142.6% | -12.8% | +155.4% | +144.8% |
| YTD | +242.7% | -21.0% | +263.6% | +250.7% |
| 1Y | +599.3% | -32.5% | +631.7% | +644.9% |
| 3Y | +1,308.3% | -26.5% | +1,334.8% | +1,287.4% |
| 5Y | +1,263.7% | -11.5% | +1,275.2% | +1,082.9% |
| All | +1,263.7% | -11.3% | +1,275.0% | +1,082.9% |
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