+913.4%
MSFT vs VRSN
+291.7%
+621.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -3.8% | +3.6% | -7.3% | -5.7% |
| 3M | +6.4% | +10.8% | -4.4% | 0.0% |
| 6M | +28.8% | +9.9% | +18.8% | +20.3% |
| YTD | +8.8% | +29.8% | -21.0% | -9.3% |
| 1Y | +3.2% | +26.3% | -23.1% | -12.6% |
| 3Y | +44.8% | +53.5% | -8.7% | +3.0% |
| 5Y | +61.8% | +34.8% | +27.1% | +23.9% |
| All | +913.4% | +291.7% | +621.7% | +353.2% |
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 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