-85.6%
MSTU vs VRSN
+62.8%
-148.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | +21.3% | +0.1% | +21.3% | +21.3% |
| 30D | +90.8% | -0.2% | +91.0% | +91.0% |
| 3M | -6.8% | -0.3% | -6.5% | -6.1% |
| 6M | -39.8% | +23.0% | -62.8% | -45.0% |
| YTD | -55.7% | +21.3% | -77.0% | -59.7% |
| 1Y | -92.7% | +6.7% | -99.4% | -92.5% |
| All | -85.6% | +62.8% | -148.4% | -92.2% |
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 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