-86.8%
MSTU vs VRSN
+57.3%
-144.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.3% | -8.1% |
| 7D | +16.1% | -2.1% | +18.3% | +16.7% |
| 30D | +68.7% | -3.9% | +72.6% | +69.8% |
| 3M | -11.0% | -0.1% | -10.9% | -10.5% |
| 6M | -33.4% | +16.4% | -49.8% | -38.3% |
| YTD | -59.5% | +17.2% | -76.8% | -63.0% |
| 1Y | -93.4% | +1.0% | -94.3% | -93.0% |
| All | -86.8% | +57.3% | -144.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling