+542.0%
MS vs VRSN
+292.3%
+249.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | +1.4% | +3.7% | +4.4% |
| 30D | +5.7% | +3.9% | +1.8% | +4.0% |
| 3M | -12.2% | +9.3% | -21.5% | -15.7% |
| 6M | -0.5% | +6.7% | -7.1% | -4.6% |
| YTD | +9.8% | +30.0% | -20.2% | -5.3% |
| 1Y | +17.7% | +26.0% | -8.3% | +3.0% |
| 3Y | +176.8% | +53.1% | +123.7% | +112.5% |
| 5Y | +123.7% | +35.0% | +88.7% | +79.4% |
| All | +542.0% | +292.3% | +249.6% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling