+2,417.1%
MSCI vs VRSN
+962.5%
+1,454.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | +0.8% | +23.0% | -22.1% | -11.4% |
| YTD | +1.0% | +21.3% | -20.4% | -10.8% |
| 1Y | +4.3% | +6.7% | -2.4% | -1.4% |
| 3Y | +9.9% | +45.0% | -35.0% | -14.8% |
| 5Y | -6.8% | +35.0% | -41.8% | -24.7% |
| 10Y | +614.7% | +276.3% | +338.3% | +247.1% |
| All | +2,417.1% | +962.5% | +1,454.6% | +527.2% |
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