+19.7%
MOS vs VRSN
+6,651.0%
-6,631.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 6M | +1.2% | +23.0% | -21.7% | -2.8% |
| YTD | +9.3% | +21.3% | -12.0% | +4.9% |
| 1Y | -18.0% | +6.7% | -24.7% | -19.6% |
| 3Y | -29.0% | +45.0% | -74.0% | -34.3% |
| 5Y | -9.6% | +35.0% | -44.6% | -15.7% |
| 10Y | +6.1% | +276.3% | -270.3% | -16.3% |
| All | +19.7% | +6,651.0% | -6,631.4% | -37.8% |
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