+4,314.4%
MSFT vs VRSN
+6,651.0%
-2,336.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | +17.0% | -0.3% | +17.2% | +16.8% |
| 6M | +23.8% | +23.0% | +0.8% | +17.2% |
| YTD | +4.0% | +21.3% | -17.4% | -1.4% |
| 1Y | -0.8% | +6.7% | -7.5% | -3.3% |
| 3Y | +55.6% | +45.0% | +10.6% | +39.7% |
| 5Y | +72.9% | +35.0% | +37.9% | +58.2% |
| 10Y | +875.8% | +276.3% | +599.5% | +623.7% |
| All | +4,314.4% | +6,651.0% | -2,336.6% | +1,358.8% |
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