+617.9%
VRSK vs MAS
+769.7%
-151.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | -3.1% | -0.8% | -2.4% | -3.0% |
| 30D | -1.6% | -5.6% | +4.0% | -0.2% |
| 3M | +3.5% | +4.4% | -0.9% | +1.9% |
| 6M | -13.4% | +7.2% | -20.6% | -15.9% |
| YTD | -16.5% | +16.1% | -32.6% | -21.1% |
| 1Y | -30.6% | +0.1% | -30.7% | -31.9% |
| 3Y | -21.9% | +28.3% | -50.2% | -29.9% |
| 5Y | -6.3% | +30.5% | -36.8% | -17.6% |
| 10Y | +133.1% | +139.1% | -6.1% | +73.4% |
| All | +617.9% | +769.7% | -151.8% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling