+5.4%
MOD vs VRSN
+26.4%
-21.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.7% | +28.0% |
| 7D | +40.4% | +1.4% | +39.0% | +41.5% |
| 30D | -14.0% | +3.9% | -17.9% | -12.1% |
| 3M | -33.3% | +9.3% | -42.7% | -29.6% |
| 6M | -51.4% | +6.7% | -58.1% | -48.0% |
| YTD | +1.6% | +30.0% | -28.4% | +19.7% |
| 1Y | +5.4% | +26.0% | -20.6% | +25.7% |
| All | +5.4% | +26.4% | -21.0% | +25.7% |
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