+2,715.8%
MSCI vs VRSN
+1,022.9%
+1,693.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +2.8% | +0.5% | +2.4% | +2.6% |
| 30D | +15.4% | +4.9% | +10.5% | +12.4% |
| 3M | +13.4% | +5.8% | +7.6% | +9.8% |
| 6M | +10.9% | +12.6% | -1.7% | +2.9% |
| YTD | +13.0% | +28.2% | -15.3% | -3.2% |
| 1Y | +12.0% | +30.4% | -18.4% | -5.1% |
| 3Y | +34.1% | +54.6% | -20.5% | +0.4% |
| 5Y | +3.9% | +35.1% | -31.2% | -16.1% |
| 10Y | +802.0% | +294.0% | +508.0% | +328.3% |
| All | +2,715.8% | +1,022.9% | +1,693.0% | +580.4% |
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