+2,341.2%
MSFT vs V
+2,773.8%
-432.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.6% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | +2.7% | +2.0% | +0.7% | +1.7% |
| 3M | +17.0% | +17.4% | -0.4% | +7.9% |
| 6M | +23.8% | +17.5% | +6.3% | +13.9% |
| YTD | +4.0% | +7.6% | -3.6% | -0.5% |
| 1Y | -0.8% | +7.7% | -8.5% | -5.4% |
| 3Y | +55.6% | +54.7% | +0.9% | +22.2% |
| 5Y | +72.9% | +73.0% | -0.2% | +27.0% |
| 10Y | +875.8% | +390.9% | +485.0% | +363.1% |
| All | +2,341.2% | +2,773.8% | -432.7% | +459.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling