+833.2%
MOD vs VRSN
+35.4%
+797.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +16.1% | +0.1% | +16.0% | +16.0% |
| 30D | -38.5% | +3.6% | -42.1% | -39.0% |
| 3M | -46.8% | +10.8% | -57.6% | -48.0% |
| 6M | -61.6% | +9.9% | -71.5% | -62.6% |
| YTD | -20.5% | +29.8% | -50.4% | -27.6% |
| 1Y | -28.0% | +26.3% | -54.3% | -33.8% |
| 3Y | +134.9% | +53.5% | +81.4% | +91.1% |
| 5Y | +833.2% | +34.8% | +798.4% | +643.6% |
| All | +833.2% | +35.4% | +797.8% | +643.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling