+349.5%
MTUM vs VRSN
+299.1%
+50.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -2.4% | +3.8% | -6.2% | -4.2% |
| 3M | -3.6% | +5.0% | -8.7% | -6.7% |
| 6M | +23.7% | +24.9% | -1.2% | +9.2% |
| YTD | +22.9% | +21.6% | +1.3% | +9.1% |
| 1Y | +21.8% | +2.4% | +19.3% | +17.2% |
| 3Y | +114.4% | +47.3% | +67.1% | +67.1% |
| 5Y | +79.6% | +34.7% | +44.8% | +43.2% |
| All | +349.5% | +299.1% | +50.4% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling