+1,604.6%
MOD vs VRSN
+276.1%
+1,328.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | 0.0% | -0.2% | +0.2% | -0.1% |
| 3M | -35.4% | -0.3% | -35.1% | -36.0% |
| 6M | -7.3% | +23.0% | -30.3% | -15.3% |
| YTD | +45.8% | +21.3% | +24.5% | +32.6% |
| 1Y | +43.1% | +6.7% | +36.4% | +36.6% |
| 3Y | +297.7% | +45.0% | +252.7% | +227.4% |
| 5Y | +1,478.8% | +35.0% | +1,443.7% | +1,214.8% |
| All | +1,604.6% | +276.1% | +1,328.4% | +719.9% |
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