+706.2%
MOD vs VRSN
+6,651.0%
-5,944.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.9% |
| 6M | -7.3% | +23.0% | -30.3% | -12.8% |
| YTD | +45.8% | +21.3% | +24.5% | +36.7% |
| 1Y | +43.1% | +6.7% | +36.4% | +38.2% |
| 3Y | +297.7% | +45.0% | +252.7% | +253.9% |
| 5Y | +1,478.8% | +35.0% | +1,443.7% | +1,323.3% |
| 10Y | +1,633.4% | +276.3% | +1,357.1% | +1,122.2% |
| All | +706.2% | +6,651.0% | -5,944.8% | +237.5% |
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