+868.6%
MSFT vs V
+376.5%
+492.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | 0.0% |
| 7D | -1.4% | -1.1% | -0.3% | -0.7% |
| 30D | -1.0% | +1.9% | -2.9% | -2.3% |
| 3M | +20.2% | +15.5% | +4.7% | +9.1% |
| 6M | +21.3% | +16.6% | +4.7% | +8.8% |
| YTD | +2.8% | +5.7% | -3.0% | -2.0% |
| 1Y | 0.0% | +8.6% | -8.6% | -6.9% |
| 3Y | +51.2% | +52.5% | -1.3% | +8.0% |
| 5Y | +71.4% | +67.1% | +4.3% | +11.8% |
| 10Y | +868.6% | +376.8% | +491.8% | +187.6% |
| All | +868.6% | +376.5% | +492.1% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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