+885.0%
MSFT vs VMC
+146.8%
+738.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | -1.0% | -5.3% | +4.3% | +0.5% |
| 30D | -2.7% | -12.3% | +9.6% | +1.0% |
| 3M | +22.1% | -10.3% | +32.4% | +25.2% |
| 6M | +20.6% | -8.6% | +29.1% | +22.4% |
| YTD | +2.3% | -11.9% | +14.2% | +4.5% |
| 1Y | -0.5% | -13.9% | +13.4% | +2.1% |
| 3Y | +50.5% | +18.2% | +32.4% | +38.3% |
| 5Y | +72.3% | +47.7% | +24.6% | +47.2% |
| 10Y | +885.0% | +152.5% | +732.5% | +606.8% |
| All | +885.0% | +146.8% | +738.3% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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