+2,893.5%
MSFT vs VIG
+623.5%
+2,270.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.2% |
| 30D | +2.7% | -1.0% | +3.7% | +3.8% |
| 3M | +17.0% | +2.8% | +14.2% | +13.5% |
| 6M | +23.8% | +8.2% | +15.6% | +13.3% |
| YTD | +4.0% | +11.0% | -7.0% | -7.7% |
| 1Y | -0.8% | +16.1% | -17.0% | -16.4% |
| 3Y | +55.6% | +56.2% | -0.6% | -6.3% |
| 5Y | +72.9% | +63.0% | +9.9% | +0.9% |
| 10Y | +875.8% | +241.4% | +634.4% | +161.9% |
| All | +2,893.5% | +623.5% | +2,270.0% | +268.8% |
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