+878.4%
MSFT vs VIG
+250.0%
+628.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.2% |
| 7D | -0.8% | -1.1% | +0.3% | +0.5% |
| 30D | +0.8% | -2.7% | +3.6% | +4.2% |
| 3M | +27.2% | +2.5% | +24.7% | +23.6% |
| 6M | +22.9% | +9.2% | +13.7% | +10.5% |
| YTD | +3.1% | +9.8% | -6.7% | -8.0% |
| 1Y | -0.3% | +12.4% | -12.6% | -13.6% |
| 3Y | +50.1% | +55.9% | -5.8% | -13.4% |
| 5Y | +74.6% | +63.9% | +10.7% | -3.9% |
| All | +878.4% | +250.0% | +628.3% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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