+122.9%
VRSK vs MAS
+135.2%
-12.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.8% |
| 7D | -9.7% | +1.0% | -10.7% | -10.0% |
| 30D | -8.5% | -8.1% | -0.4% | -6.1% |
| 3M | -1.7% | +3.3% | -5.0% | -3.3% |
| 6M | -17.9% | +12.4% | -30.3% | -22.2% |
| YTD | -21.1% | +13.3% | -34.4% | -26.3% |
| 1Y | -35.1% | -4.7% | -30.5% | -35.6% |
| 3Y | -26.7% | +33.0% | -59.6% | -38.2% |
| 5Y | -12.0% | +33.9% | -45.9% | -27.9% |
| 10Y | +122.9% | +135.4% | -12.5% | +41.8% |
| All | +122.9% | +135.2% | -12.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling