-9.4%
VRSK vs MAS
+58.1%
-67.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -3.1% |
| 7D | +4.2% | +2.0% | +2.3% | +4.0% |
| 30D | +21.3% | +19.4% | +1.9% | +19.6% |
| 3M | +8.1% | +9.4% | -1.3% | +7.2% |
| 6M | +20.3% | +15.3% | +5.0% | +19.0% |
| YTD | -7.8% | +31.3% | -39.1% | -10.4% |
| 1Y | -2.9% | +34.9% | -37.8% | -6.1% |
| 3Y | -9.4% | +58.6% | -68.0% | -10.0% |
| All | -9.4% | +58.1% | -67.5% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling