-0.8%
MSFT vs VMC
-13.8%
+13.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.5% | -3.7% | +0.2% | -3.6% |
| 30D | -2.1% | -12.8% | +10.7% | -2.6% |
| 3M | +24.2% | -7.9% | +32.1% | +23.2% |
| 6M | +21.9% | -7.5% | +29.4% | +20.2% |
| YTD | +2.5% | -11.6% | +14.1% | +1.3% |
| 1Y | -0.8% | -14.3% | +13.5% | -1.0% |
| All | -0.8% | -13.8% | +13.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling