▲ StockPicks

V long / MA short — duopoly relative value

by @frank · pick date March 4, 2026 · indefinite · Open · benchmark S&P 500 · performance through June 15, 2026
Long 0.50 × V (US) Short -0.50 × MA (US)
3.39%Total return
13.10%IRR (annualized)
11.67%Alpha (ann.)
0.03Beta
1.67Sharpe
3.34Sortino
7.49%Volatility (ann.)
-1.60%Max drawdown
99Days held
Pick (active)
Pick (hypothetical, outside active window)
S&P 500
Drag the chart left/right to see how the strategy would have looked outside the pick's active window.

Thesis & evidence

Thesis

V trades at a discount to MA on EV/EBITDA despite similar growth. Mean revert the spread.

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