-87.5%
MSTU vs VRSN
+60.0%
-147.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +12.9% | -1.0% | +13.9% | +13.2% |
| 30D | +68.3% | -1.9% | +70.2% | +69.0% |
| 3M | +0.4% | +1.4% | -1.0% | +0.7% |
| 6M | -41.5% | +19.0% | -60.6% | -46.1% |
| YTD | -61.7% | +19.2% | -80.9% | -65.1% |
| 1Y | -93.7% | +1.7% | -95.3% | -93.3% |
| All | -87.5% | +60.0% | -147.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling