+9.0%
MSFT vs VG
+47.2%
-38.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.7% | +14.4% | +6.6% |
| 7D | +4.7% | -16.4% | +21.0% | +4.5% |
| 30D | +5.8% | -10.8% | +16.6% | +5.8% |
| 3M | +13.0% | -6.3% | +19.3% | +13.0% |
| 6M | +34.9% | -12.5% | +47.4% | +34.8% |
| YTD | +15.7% | +76.9% | -61.2% | +9.5% |
| 1Y | +9.0% | +51.8% | -42.8% | +4.0% |
| All | +9.0% | +47.2% | -38.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling