+2,256.2%
MSFT vs VCLT
+98.6%
+2,157.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | +5.6% | -2.7% | +8.3% | +6.3% |
| 6M | +29.8% | -4.3% | +34.1% | +31.1% |
| YTD | +9.0% | -4.3% | +13.3% | +10.1% |
| 1Y | +4.9% | -4.4% | +9.3% | +6.0% |
| 3Y | +46.2% | +13.8% | +32.4% | +41.8% |
| 5Y | +62.1% | -17.0% | +79.1% | +63.0% |
| 10Y | +899.6% | +20.9% | +878.7% | +963.9% |
| All | +2,256.2% | +98.6% | +2,157.6% | +3,091.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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