+6.2%
MSFT vs V
+26.7%
-20.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | -0.4% | +9.7% | -10.1% | -3.0% |
| 3M | +5.6% | +17.3% | -11.7% | +0.8% |
| 6M | +29.0% | +33.2% | -4.3% | +19.4% |
| YTD | +10.9% | +21.3% | -10.4% | +4.0% |
| 1Y | +6.2% | +27.3% | -21.1% | -1.4% |
| All | +6.2% | +26.7% | -20.4% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling