+19.0%
MSFT vs VG
-46.6%
+65.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -2.4% |
| 7D | -6.2% | +5.5% | -11.7% | -6.4% |
| 30D | -3.7% | -3.6% | -0.1% | -3.6% |
| 3M | +3.6% | -4.0% | +7.6% | +3.6% |
| 6M | +26.8% | +9.4% | +17.4% | +25.7% |
| YTD | +8.4% | +86.6% | -78.2% | +1.9% |
| 1Y | +3.3% | +69.5% | -66.2% | -2.4% |
| All | +19.0% | -46.6% | +65.6% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling