+1,208.8%
MTSI vs VRSN
+683.8%
+524.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.1% | -0.2% | +2.2% | +1.8% |
| 3M | -29.7% | -0.3% | -29.4% | -31.2% |
| 6M | +12.5% | +23.0% | -10.5% | -3.3% |
| YTD | +57.0% | +21.3% | +35.7% | +34.6% |
| 1Y | +103.9% | +6.7% | +97.2% | +87.7% |
| 3Y | +223.6% | +45.0% | +178.6% | +137.3% |
| 5Y | +321.6% | +35.0% | +286.5% | +219.1% |
| 10Y | +517.7% | +276.3% | +241.4% | +189.9% |
| All | +1,208.8% | +683.8% | +524.9% | +354.9% |
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 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