+46.2%
MSFT vs V
+77.7%
-31.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -1.8% | +9.0% | -10.8% | -4.8% |
| 3M | +5.6% | +16.7% | -11.1% | -0.1% |
| 6M | +29.8% | +33.4% | -3.6% | +17.1% |
| YTD | +9.0% | +22.4% | -13.3% | +1.2% |
| 1Y | +4.9% | +27.7% | -22.7% | -4.2% |
| 3Y | +46.2% | +78.0% | -31.8% | +13.1% |
| All | +46.2% | +77.7% | -31.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling