-25.0%
MOS vs VRSN
+54.6%
-79.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.8% |
| 7D | +24.8% | -0.9% | +25.7% | +24.9% |
| 30D | +22.7% | +2.4% | +20.2% | +22.4% |
| 3M | -1.2% | +6.4% | -7.6% | -1.9% |
| 6M | +5.5% | +8.6% | -3.0% | +4.3% |
| YTD | -2.0% | +29.3% | -31.2% | -6.3% |
| 1Y | -7.9% | +27.2% | -35.1% | -11.7% |
| 3Y | -25.0% | +52.8% | -77.8% | -37.5% |
| All | -25.0% | +54.6% | -79.6% | -37.5% |
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 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