-11.6%
VRSK vs MAS
+59.3%
-70.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | +16.8% | +21.6% | -4.8% | +15.0% |
| 3M | +14.7% | +14.1% | +0.6% | +13.3% |
| 6M | +24.7% | +22.6% | +2.1% | +22.9% |
| YTD | -7.0% | +35.4% | -42.5% | -9.8% |
| 1Y | -2.1% | +37.5% | -39.6% | -5.3% |
| All | -11.6% | +59.3% | -70.9% | -10.2% |
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