-32.6%
MOD vs VRSN
+31.7%
-64.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.3% | -22.8% | -20.7% |
| 7D | -31.3% | +3.6% | -34.9% | -30.0% |
| 30D | -46.1% | +8.8% | -54.9% | -43.6% |
| 3M | -51.1% | +6.6% | -57.7% | -49.4% |
| 6M | -62.1% | +16.7% | -78.7% | -57.8% |
| YTD | -26.2% | +32.1% | -58.3% | -13.5% |
| 1Y | -32.6% | +34.1% | -66.6% | -21.0% |
| All | -32.6% | +31.7% | -64.2% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling