+2,493.1%
MSFT vs VEU
+192.1%
+2,301.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.6% |
| 30D | +2.7% | +2.2% | +0.5% | +0.9% |
| 3M | +17.0% | +3.0% | +14.0% | +13.9% |
| 6M | +23.8% | +10.9% | +13.0% | +13.0% |
| YTD | +4.0% | +18.2% | -14.2% | -10.1% |
| 1Y | -0.8% | +28.3% | -29.1% | -19.8% |
| 3Y | +55.6% | +74.6% | -19.0% | -2.6% |
| 5Y | +72.9% | +56.4% | +16.5% | +19.0% |
| 10Y | +875.8% | +153.0% | +722.8% | +373.5% |
| All | +2,493.1% | +192.1% | +2,301.0% | +912.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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