+217.1%
MAS vs VRSN
+287.3%
-70.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.1% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +19.8% | +4.9% | +14.9% | +17.4% |
| 3M | +9.8% | +5.8% | +4.0% | +6.9% |
| 6M | +15.8% | +12.6% | +3.2% | +8.4% |
| YTD | +31.8% | +28.2% | +3.6% | +15.1% |
| 1Y | +35.4% | +30.4% | +4.9% | +17.2% |
| 3Y | +59.2% | +54.6% | +4.6% | +23.5% |
| 5Y | +41.2% | +35.1% | +6.2% | +15.0% |
| All | +217.1% | +287.3% | -70.2% | +58.4% |
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