+2,369.4%
MSFT vs VEA
+155.2%
+2,214.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +2.3% | -3.5% | -3.0% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +5.6% | -5.3% | +11.0% | +10.3% |
| 6M | +29.8% | -0.9% | +30.7% | +30.1% |
| YTD | +9.0% | +12.2% | -3.2% | -2.1% |
| 1Y | +4.9% | +16.1% | -11.1% | -8.4% |
| 3Y | +46.2% | +73.0% | -26.8% | -8.6% |
| 5Y | +62.1% | +53.7% | +8.4% | +12.1% |
| 10Y | +899.6% | +159.3% | +740.3% | +368.1% |
| All | +2,369.4% | +155.2% | +2,214.2% | +953.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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