+9.0%
MSFT vs VNQ
+14.0%
-5.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.5% | +6.5% |
| 7D | +4.7% | +6.8% | -2.1% | +4.6% |
| 30D | +5.8% | +10.0% | -4.1% | +5.8% |
| 3M | +13.0% | 0.0% | +13.0% | +12.4% |
| 6M | +34.9% | +4.5% | +30.4% | +34.1% |
| YTD | +15.7% | +13.9% | +1.7% | +14.1% |
| 1Y | +9.0% | +14.1% | -5.1% | +7.3% |
| All | +9.0% | +14.0% | -5.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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