-92.4%
MSTU vs VRSN
+74.5%
-166.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -25.8% | +1.4% | -27.2% | -26.1% |
| 30D | -43.9% | +3.9% | -47.7% | -44.2% |
| 3M | +2.9% | +9.3% | -6.4% | +1.7% |
| 6M | -75.5% | +6.7% | -82.2% | -75.7% |
| YTD | -76.7% | +30.0% | -106.8% | -79.1% |
| 1Y | -88.9% | +26.0% | -115.0% | -89.8% |
| All | -92.4% | +74.5% | -166.9% | -95.9% |
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