-19.3%
MP vs VRSN
+35.4%
-54.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -11.7% | +3.6% | -15.3% | -13.0% |
| 3M | -30.8% | +10.8% | -41.6% | -33.6% |
| 6M | -42.9% | +9.9% | -52.9% | -45.6% |
| YTD | -25.9% | +29.8% | -55.7% | -36.1% |
| 1Y | -37.3% | +26.3% | -63.6% | -45.2% |
| 3Y | +150.7% | +53.5% | +97.2% | +82.3% |
| 5Y | -19.3% | +34.8% | -54.1% | -32.5% |
| All | -19.3% | +35.4% | -54.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling