-7.5%
MSCI vs VRSN
+34.9%
-42.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.6% | -0.2% | +0.7% | +0.6% |
| 3M | -7.1% | -0.3% | -6.8% | -7.3% |
| 6M | +0.8% | +23.0% | -22.1% | -12.1% |
| YTD | +1.0% | +21.3% | -20.4% | -11.4% |
| 1Y | +4.3% | +6.7% | -2.4% | -1.3% |
| 3Y | +9.9% | +45.0% | -35.0% | -18.7% |
| All | -7.5% | +34.9% | -42.4% | -25.0% |
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