-28.3%
MOS vs VRSN
+44.8%
-73.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | +0.1% | +9.5% | +9.5% |
| 30D | +10.4% | -0.2% | +10.6% | +10.4% |
| 3M | +12.9% | -0.3% | +13.2% | +12.8% |
| 6M | +1.2% | +23.0% | -21.7% | -3.1% |
| YTD | +9.3% | +21.3% | -12.0% | +4.7% |
| 1Y | -18.0% | +6.7% | -24.7% | -18.6% |
| All | -28.3% | +44.8% | -73.1% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling