+2,492.2%
MSFT vs V
+3,138.4%
-646.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | +2.2% | -0.5% | +0.6% |
| 30D | +0.2% | +13.6% | -13.4% | -6.0% |
| 3M | +6.4% | +14.3% | -7.9% | -0.6% |
| 6M | +28.7% | +33.1% | -4.4% | +11.5% |
| YTD | +10.4% | +21.2% | -10.8% | -0.5% |
| 1Y | +7.6% | +26.4% | -18.8% | -5.2% |
| 3Y | +52.3% | +77.6% | -25.3% | +11.7% |
| 5Y | +64.5% | +102.6% | -38.1% | +12.2% |
| 10Y | +917.8% | +464.4% | +453.4% | +351.4% |
| All | +2,492.2% | +3,138.4% | -646.2% | +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