+424.9%
MAR vs VRSN
+293.8%
+131.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | -5.7% | +0.7% | -6.4% | -6.0% |
| 3M | -14.6% | +0.6% | -15.2% | -15.3% |
| 6M | +1.3% | +21.7% | -20.4% | -7.4% |
| YTD | +6.7% | +20.0% | -13.3% | -2.4% |
| 1Y | +26.4% | +3.2% | +23.3% | +22.7% |
| 3Y | +64.7% | +42.4% | +22.4% | +37.5% |
| 5Y | +153.1% | +33.0% | +120.1% | +113.2% |
| All | +424.9% | +293.8% | +131.1% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling