+157.9%
MTZ vs VRSN
+34.9%
+123.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -11.1% | -0.2% | -10.9% | -11.1% |
| 3M | -36.7% | -0.3% | -36.4% | -36.8% |
| 6M | -21.9% | +23.0% | -44.9% | -27.7% |
| YTD | +9.1% | +21.3% | -12.2% | +0.9% |
| 1Y | +30.0% | +6.7% | +23.2% | +26.0% |
| 3Y | +138.5% | +45.0% | +93.5% | +100.8% |
| All | +157.9% | +34.9% | +123.0% | +121.2% |
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