-35.1%
VRSK vs MAS
-4.8%
-30.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.6% |
| 7D | -9.7% | +1.0% | -10.7% | -9.7% |
| 30D | -8.5% | -8.1% | -0.4% | -8.6% |
| 3M | -1.7% | +3.3% | -5.0% | -0.7% |
| 6M | -17.9% | +12.4% | -30.3% | -16.5% |
| YTD | -21.1% | +13.3% | -34.4% | -22.5% |
| 1Y | -35.1% | -4.7% | -30.5% | -31.6% |
| All | -35.1% | -4.8% | -30.4% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling