+915.1%
MSFT vs VIG
+262.6%
+652.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +3.5% | -4.8% | -5.2% |
| 30D | -1.8% | +4.9% | -6.8% | -7.3% |
| 3M | +5.6% | +2.5% | +3.1% | +2.6% |
| 6M | +29.8% | +11.0% | +18.8% | +14.8% |
| YTD | +9.0% | +16.0% | -7.0% | -8.8% |
| 1Y | +4.9% | +17.5% | -12.6% | -13.7% |
| 3Y | +46.2% | +67.0% | -20.8% | -22.3% |
| 5Y | +62.1% | +64.8% | -2.7% | -11.2% |
| All | +915.1% | +262.6% | +652.5% | +100.3% |
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