+10.2%
MTUM vs VRSN
+31.7%
-21.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.7% |
| 7D | -10.1% | +3.6% | -13.7% | -9.4% |
| 30D | -15.6% | +8.8% | -24.4% | -13.9% |
| 3M | -12.7% | +6.6% | -19.4% | -11.3% |
| 6M | -3.7% | +16.7% | -20.4% | +0.6% |
| YTD | +9.4% | +32.1% | -22.7% | +15.4% |
| 1Y | +10.2% | +34.1% | -23.8% | +15.9% |
| All | +10.2% | +31.7% | -21.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling