+4,249.6%
MO vs VRSN
+7,135.0%
-2,885.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +3.3% | +1.4% | +1.9% | +3.2% |
| 30D | +7.5% | +3.9% | +3.7% | +7.3% |
| 3M | +22.8% | +9.3% | +13.4% | +22.2% |
| 6M | +13.4% | +6.7% | +6.7% | +12.9% |
| YTD | +43.0% | +30.0% | +12.9% | +40.9% |
| 1Y | +45.2% | +26.0% | +19.2% | +43.4% |
| 3Y | +145.5% | +53.1% | +92.4% | +139.5% |
| 5Y | +157.1% | +35.0% | +122.0% | +151.5% |
| 10Y | +153.3% | +291.7% | -138.4% | +136.5% |
| All | +4,249.6% | +7,135.0% | -2,885.5% | +3,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling