+692.7%
VRSK vs MAS
+883.6%
-190.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -2.8% |
| 7D | +4.2% | +2.0% | +2.3% | +3.6% |
| 30D | +21.3% | +19.4% | +1.9% | +16.0% |
| 3M | +8.1% | +9.4% | -1.3% | +5.6% |
| 6M | +20.3% | +15.3% | +5.0% | +15.4% |
| YTD | -7.8% | +31.3% | -39.1% | -15.6% |
| 1Y | -2.9% | +34.9% | -37.8% | -11.9% |
| 3Y | -9.4% | +58.6% | -68.0% | -23.0% |
| 5Y | -1.3% | +40.7% | -42.0% | -14.7% |
| 10Y | +163.9% | +220.4% | -56.5% | +84.6% |
| All | +692.7% | +883.6% | -190.9% | +314.5% |
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