+141,733.1%
MSFT vs VMC
+3,502.6%
+138,230.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | +0.2% | +15.8% | -15.6% | -4.0% |
| 3M | +6.4% | +0.6% | +5.8% | +5.9% |
| 6M | +28.7% | -4.0% | +32.7% | +29.1% |
| YTD | +10.4% | -0.3% | +10.7% | +8.8% |
| 1Y | +7.6% | -0.5% | +8.1% | +6.1% |
| 3Y | +52.3% | +39.6% | +12.7% | +34.9% |
| 5Y | +64.5% | +50.1% | +14.5% | +42.2% |
| 10Y | +917.8% | +163.9% | +753.9% | +608.2% |
| All | +141,733.1% | +3,502.6% | +138,230.4% | +50,302.3% |
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