+3,094.0%
MSFT vs VIG
+650.0%
+2,444.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.5% |
| 7D | +2.3% | +1.0% | +1.4% | +1.3% |
| 30D | -0.4% | +4.5% | -4.9% | -5.1% |
| 3M | +5.6% | +2.1% | +3.5% | +3.3% |
| 6M | +29.0% | +10.5% | +18.5% | +15.6% |
| YTD | +10.9% | +15.1% | -4.1% | -5.3% |
| 1Y | +6.2% | +16.9% | -10.7% | -11.0% |
| 3Y | +47.6% | +65.6% | -18.0% | -16.7% |
| 5Y | +67.9% | +64.4% | +3.6% | -2.9% |
| 10Y | +922.9% | +260.6% | +662.2% | +158.7% |
| All | +3,094.0% | +650.0% | +2,444.0% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling