+142,414.7%
MSFT vs VMC
+3,567.9%
+138,846.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | -0.4% | +17.7% | -18.0% | -4.9% |
| 3M | +5.6% | +1.1% | +4.5% | +5.0% |
| 6M | +29.0% | +1.8% | +27.1% | +27.3% |
| YTD | +10.9% | +1.5% | +9.4% | +8.8% |
| 1Y | +6.2% | -1.1% | +7.4% | +4.9% |
| 3Y | +47.6% | +38.8% | +8.8% | +31.0% |
| 5Y | +67.9% | +49.6% | +18.4% | +45.3% |
| 10Y | +922.9% | +130.6% | +792.3% | +640.4% |
| All | +142,414.7% | +3,567.9% | +138,846.9% | +50,296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling