+329.0%
MOD vs VRSN
+7,159.8%
-6,830.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +8.2% | -1.2% | +9.5% | +8.5% |
| 30D | -38.2% | +3.8% | -41.9% | -38.8% |
| 3M | -46.2% | +9.5% | -55.7% | -47.4% |
| 6M | -62.5% | +10.3% | -72.8% | -63.8% |
| YTD | -20.1% | +30.5% | -50.6% | -26.4% |
| 1Y | -29.7% | +27.9% | -57.6% | -34.9% |
| 3Y | +136.2% | +54.3% | +81.9% | +107.0% |
| 5Y | +820.4% | +37.2% | +783.2% | +726.6% |
| 10Y | +839.8% | +293.1% | +546.8% | +555.5% |
| All | +329.0% | +7,159.8% | -6,830.7% | +76.4% |
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